+74.6%
CLF vs IJR
+151.4%
-76.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +2.2% | +8.2% | +7.1% |
| 30D | +0.6% | +3.8% | -3.3% | -4.9% |
| 3M | +4.1% | -5.7% | +9.9% | +13.8% |
| 6M | +15.1% | +4.6% | +10.5% | +8.1% |
| YTD | -4.7% | +18.0% | -22.7% | -24.2% |
| 1Y | +20.4% | +21.8% | -1.4% | -8.6% |
| 3Y | -23.4% | +61.1% | -84.5% | -60.3% |
| 5Y | -43.3% | +27.3% | -70.6% | -57.6% |
| All | +74.6% | +151.4% | -76.7% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling