-14.4%
CLF vs IRE
-97.2%
+82.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +39.6% | -37.9% | -1.0% |
| 7D | -19.6% | -27.2% | +7.6% | -18.7% |
| 30D | -5.0% | -75.1% | +70.1% | +1.4% |
| 3M | -6.3% | -77.9% | +71.6% | -0.3% |
| 6M | +2.8% | -94.6% | +97.4% | +15.5% |
| YTD | -13.7% | -91.5% | +77.8% | -9.0% |
| 1Y | +13.6% | -97.8% | +111.4% | +25.2% |
| All | -14.4% | -97.2% | +82.8% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling