+20.2%
CLF vs IJR
+24.2%
-4.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.5% | -11.1% |
| 7D | -7.9% | +2.3% | -10.2% | -11.1% |
| 30D | +5.2% | +2.8% | +2.4% | +0.6% |
| 3M | +4.3% | -4.6% | +8.9% | +12.6% |
| 6M | +25.3% | +5.7% | +19.6% | +14.0% |
| YTD | -3.3% | +19.9% | -23.2% | -25.1% |
| 1Y | +20.2% | +24.2% | -3.9% | -8.9% |
| All | +20.2% | +24.2% | -4.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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