-15.8%
CLF vs IRE
-98.0%
+82.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -33.9% | +21.7% | -9.9% |
| 7D | -21.0% | -57.1% | +36.2% | -17.0% |
| 30D | -8.0% | -84.4% | +76.4% | +1.6% |
| 3M | -10.9% | -85.0% | +74.0% | -2.3% |
| 6M | +5.8% | -95.2% | +101.1% | +20.7% |
| YTD | -15.1% | -93.9% | +78.8% | -8.1% |
| 1Y | +7.2% | -98.8% | +106.1% | +22.8% |
| All | -15.8% | -98.0% | +82.2% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling