-49.3%
CLF vs IJH
+45.7%
-95.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -0.7% |
| 7D | -3.7% | -2.5% | -1.2% | +0.3% |
| 30D | -4.7% | -5.0% | +0.4% | +3.5% |
| 3M | -4.7% | +0.5% | -5.2% | -5.1% |
| 6M | +24.0% | +8.2% | +15.8% | +11.1% |
| YTD | -10.9% | +12.5% | -23.4% | -24.3% |
| 1Y | +4.0% | +14.4% | -10.3% | -13.0% |
| 3Y | -16.9% | +49.5% | -66.4% | -50.8% |
| 5Y | -49.3% | +47.8% | -97.1% | -70.1% |
| All | -49.3% | +45.7% | -95.0% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling