+4.0%
CLF vs IFF
+32.7%
-28.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -3.7% | -2.8% | -0.9% | -3.0% |
| 30D | -4.7% | -1.1% | -3.6% | -4.4% |
| 3M | -4.7% | +13.8% | -18.5% | -8.1% |
| 6M | +24.0% | +16.7% | +7.3% | +18.5% |
| YTD | -10.9% | +26.1% | -37.0% | -17.9% |
| 1Y | +4.0% | +33.5% | -29.5% | -5.7% |
| All | +4.0% | +32.7% | -28.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling