+458.9%
CLF vs IJH
+1,075.9%
-617.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | +7.6% | +0.1% | +7.5% | +7.4% |
| 30D | -1.2% | -1.5% | +0.3% | +1.3% |
| 3M | -13.4% | +0.8% | -14.1% | -14.1% |
| 6M | +15.4% | +7.6% | +7.9% | +4.1% |
| YTD | -5.9% | +15.5% | -21.4% | -23.9% |
| 1Y | +18.8% | +16.9% | +1.9% | -4.9% |
| 3Y | -19.4% | +48.1% | -67.5% | -54.3% |
| 5Y | -47.7% | +47.8% | -95.5% | -69.6% |
| 10Y | +130.4% | +178.6% | -48.2% | -43.6% |
| All | +458.9% | +1,075.9% | -617.0% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling