+15.4%
CLF vs IRM
+10.1%
+5.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.9% |
| 7D | +7.6% | -0.5% | +8.0% | +7.8% |
| 30D | -1.2% | -8.1% | +6.9% | +3.9% |
| 3M | -13.4% | -9.7% | -3.7% | -7.8% |
| 6M | +15.4% | +10.0% | +5.4% | +7.6% |
| All | +15.4% | +10.1% | +5.3% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling