+24.6%
CLF vs IRE
-98.1%
+122.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.8% | +20.7% | +6.0% |
| 7D | -9.1% | -41.9% | +32.8% | -6.5% |
| 30D | -0.9% | -75.1% | +74.2% | +6.2% |
| 3M | +3.0% | -82.4% | +85.4% | +11.5% |
| 6M | +16.7% | -95.5% | +112.2% | +33.8% |
| YTD | -3.2% | -93.1% | +89.9% | +3.0% |
| 1Y | +24.6% | -97.8% | +122.4% | +44.8% |
| All | +24.6% | -98.1% | +122.8% | +44.8% |
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