-13.7%
CLF vs IJR
+54.5%
-68.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -0.6% |
| 7D | +6.5% | +0.9% | +5.6% | +5.2% |
| 30D | +0.2% | -3.1% | +3.4% | +5.1% |
| 3M | -3.1% | +4.4% | -7.5% | -9.1% |
| 6M | +25.0% | +16.1% | +8.9% | +1.7% |
| YTD | -7.5% | +20.6% | -28.0% | -28.2% |
| 1Y | +11.5% | +22.9% | -11.3% | -15.1% |
| 3Y | -13.7% | +55.2% | -68.9% | -43.9% |
| All | -13.7% | +54.5% | -68.2% | -43.9% |
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 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