+18.8%
CLF vs IP
-18.9%
+37.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.6% |
| 7D | +7.6% | -5.3% | +12.8% | +10.6% |
| 30D | -1.2% | -10.9% | +9.7% | +4.7% |
| 3M | -13.4% | +11.2% | -24.5% | -19.2% |
| 6M | +15.4% | -10.2% | +25.6% | +21.3% |
| YTD | -5.9% | -2.0% | -3.9% | -8.8% |
| 1Y | +18.8% | -19.1% | +37.9% | +33.3% |
| All | +18.8% | -18.9% | +37.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling