+68.3%
CLF vs IRM
+457.8%
-389.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -19.6% | -8.6% | -11.0% | -15.3% |
| 30D | -5.0% | -8.0% | +3.0% | -0.5% |
| 3M | -6.3% | -12.0% | +5.7% | +0.3% |
| 6M | +2.8% | -18.2% | +20.9% | +14.5% |
| YTD | -13.7% | +31.4% | -45.1% | -27.7% |
| 1Y | +13.6% | +9.2% | +4.4% | +5.5% |
| 3Y | -34.0% | +94.6% | -128.6% | -60.0% |
| 5Y | -48.7% | +170.2% | -218.9% | -75.1% |
| All | +68.3% | +457.8% | -389.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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