+20.2%
CLF vs IRE
-97.6%
+117.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -23.2% | +14.0% | -7.7% |
| 7D | -7.9% | -46.8% | +38.9% | -4.7% |
| 30D | +5.2% | -75.5% | +80.8% | +13.0% |
| 3M | +4.3% | -79.4% | +83.7% | +12.0% |
| 6M | +25.3% | -91.3% | +116.5% | +38.0% |
| YTD | -3.3% | -90.8% | +87.5% | +2.1% |
| 1Y | +20.2% | -97.7% | +117.9% | +37.7% |
| All | +20.2% | -97.6% | +117.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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