-48.2%
CLF vs IJR
+39.8%
-88.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -0.1% |
| 7D | -2.7% | -1.1% | -1.5% | -1.1% |
| 30D | -3.2% | -3.6% | +0.4% | +2.0% |
| 3M | -5.0% | +2.3% | -7.3% | -8.0% |
| 6M | +26.6% | +14.3% | +12.2% | +6.0% |
| YTD | -9.0% | +19.3% | -28.2% | -27.7% |
| 1Y | +11.8% | +22.6% | -10.8% | -13.8% |
| 3Y | -15.1% | +53.5% | -68.6% | -49.8% |
| 5Y | -48.2% | +39.9% | -88.1% | -66.5% |
| All | -48.2% | +39.8% | -88.0% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling