+74.6%
CLF vs IJH
+171.8%
-97.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +10.4% | +2.3% | +8.1% | +6.6% |
| 30D | +0.6% | +2.1% | -1.5% | -2.4% |
| 3M | +4.1% | -5.7% | +9.8% | +15.0% |
| 6M | +15.1% | +1.4% | +13.7% | +14.1% |
| YTD | -4.7% | +12.6% | -17.4% | -19.3% |
| 1Y | +20.4% | +16.1% | +4.2% | -2.7% |
| 3Y | -23.4% | +57.8% | -81.2% | -60.0% |
| 5Y | -43.3% | +36.8% | -80.1% | -61.8% |
| All | +74.6% | +171.8% | -97.2% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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