-5.5%
CLF vs IRE
-98.1%
+92.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.4% | +11.2% | -2.2% |
| 7D | +10.4% | -31.8% | +42.2% | +12.9% |
| 30D | +0.6% | -71.8% | +72.3% | +6.9% |
| 3M | +4.1% | -88.9% | +93.0% | +15.5% |
| 6M | +15.1% | -95.4% | +110.5% | +31.0% |
| YTD | -4.7% | -94.2% | +89.5% | +2.7% |
| 1Y | +20.4% | -97.1% | +117.5% | +32.1% |
| All | -5.5% | -98.1% | +92.6% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling