-48.2%
CLF vs IFF
-35.9%
-12.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -2.7% | -3.0% | +0.4% | -1.3% |
| 30D | -3.2% | -0.9% | -2.3% | -2.9% |
| 3M | -5.0% | +11.8% | -16.8% | -10.3% |
| 6M | +26.6% | +16.5% | +10.1% | +16.4% |
| YTD | -9.0% | +26.5% | -35.5% | -20.3% |
| 1Y | +11.8% | +32.7% | -20.9% | -5.0% |
| 3Y | -15.1% | +32.0% | -47.1% | -31.0% |
| 5Y | -48.2% | -36.1% | -12.1% | -41.9% |
| All | -48.2% | -35.9% | -12.3% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling