+120.3%
CLF vs IFF
-19.8%
+140.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -3.7% | -2.8% | -0.9% | -2.1% |
| 30D | -4.7% | -1.1% | -3.6% | -4.2% |
| 3M | -4.7% | +13.8% | -18.5% | -12.3% |
| 6M | +24.0% | +16.7% | +7.3% | +11.3% |
| YTD | -10.9% | +26.1% | -37.0% | -24.5% |
| 1Y | +4.0% | +33.5% | -29.5% | -15.4% |
| 3Y | -16.9% | +31.6% | -48.5% | -34.7% |
| 5Y | -49.3% | -34.9% | -14.4% | -40.2% |
| All | +120.3% | -19.8% | +140.2% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling