-20.4%
CLF vs IJR
+63.8%
-84.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.0% |
| 7D | +2.3% | -0.4% | +2.8% | +3.6% |
| 30D | +1.9% | +3.5% | -1.6% | -3.0% |
| 3M | +5.9% | -3.8% | +9.6% | +12.3% |
| 6M | +16.9% | +4.3% | +12.6% | +10.3% |
| YTD | -1.1% | +19.4% | -20.5% | -22.3% |
| 1Y | +28.8% | +20.5% | +8.3% | 0.0% |
| All | -20.4% | +63.8% | -84.2% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling