+7.2%
CLF vs IP
-1.7%
+8.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.0% | -8.3% | -10.5% |
| 7D | -21.0% | -5.0% | -16.0% | -19.2% |
| 30D | -8.0% | +6.5% | -14.5% | -10.7% |
| 3M | -10.9% | -18.0% | +7.1% | -2.9% |
| 6M | +5.8% | +10.3% | -4.5% | +0.7% |
| YTD | -15.1% | -9.9% | -5.3% | -13.7% |
| 1Y | +7.2% | -1.1% | +8.3% | +5.9% |
| All | +7.2% | -1.7% | +8.9% | +5.9% |
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