+99.7%
CLF vs IP
+26.3%
+73.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.1% |
| 7D | -19.6% | -5.1% | -14.5% | -16.4% |
| 30D | -5.0% | +8.5% | -13.5% | -11.2% |
| 3M | -6.3% | -13.8% | +7.5% | +3.4% |
| 6M | +2.8% | +5.7% | -3.0% | -3.8% |
| YTD | -13.7% | -9.1% | -4.6% | -12.4% |
| 1Y | +13.6% | -0.8% | +14.4% | +7.0% |
| 3Y | -34.0% | +14.8% | -48.8% | -50.1% |
| 5Y | -48.7% | -11.5% | -37.2% | -51.6% |
| All | +99.7% | +26.3% | +73.4% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling