+123.7%
CLF vs IRM
+409.6%
-285.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.9% |
| 7D | +7.6% | -0.5% | +8.0% | +7.7% |
| 30D | -1.2% | -8.1% | +6.9% | +3.4% |
| 3M | -13.4% | -9.7% | -3.7% | -8.6% |
| 6M | +15.4% | +10.0% | +5.4% | +8.7% |
| YTD | -5.9% | +43.0% | -48.9% | -24.9% |
| 1Y | +18.8% | +32.7% | -13.9% | -1.4% |
| 3Y | -19.4% | +102.7% | -122.1% | -52.3% |
| 5Y | -47.7% | +187.6% | -235.3% | -75.6% |
| All | +123.7% | +409.6% | -285.9% | -26.3% |
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