-20.8%
CLF vs IRM
+113.6%
-134.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.3% |
| 7D | +16.0% | +8.6% | +7.4% | +12.4% |
| 30D | +1.6% | 0.0% | +1.7% | +1.9% |
| 3M | +6.7% | -7.1% | +13.8% | +9.7% |
| 6M | +21.1% | -7.9% | +29.0% | +25.0% |
| YTD | -1.6% | +41.3% | -42.9% | -13.0% |
| 1Y | +18.5% | +20.7% | -2.2% | +10.8% |
| All | -20.8% | +113.6% | -134.5% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling