-41.8%
CLF vs IRM
+187.5%
-229.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +10.4% | +6.8% | +3.6% | +6.8% |
| 30D | +0.6% | +2.6% | -2.1% | -0.6% |
| 3M | +4.1% | -9.5% | +13.6% | +9.4% |
| 6M | +15.1% | -8.5% | +23.6% | +20.2% |
| YTD | -4.7% | +40.3% | -45.0% | -21.5% |
| 1Y | +20.4% | +28.7% | -8.3% | +3.7% |
| 3Y | -23.4% | +111.8% | -135.2% | -58.1% |
| All | -41.8% | +187.5% | -229.2% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling