+458.9%
CLF vs IJR
+1,153.0%
-694.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.2% |
| 7D | +7.6% | -0.2% | +7.7% | +7.9% |
| 30D | -1.2% | -2.4% | +1.2% | +2.5% |
| 3M | -13.4% | +3.9% | -17.3% | -18.2% |
| 6M | +15.4% | +12.4% | +3.0% | -1.7% |
| YTD | -5.9% | +21.5% | -27.4% | -28.2% |
| 1Y | +18.8% | +24.0% | -5.2% | -11.3% |
| 3Y | -19.4% | +49.7% | -69.1% | -53.5% |
| 5Y | -47.7% | +39.7% | -87.4% | -66.1% |
| 10Y | +130.4% | +169.0% | -38.6% | -33.6% |
| All | +458.9% | +1,153.0% | -694.1% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling