+206.0%
IEFA vs CLF
-65.8%
+271.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.4% |
| 30D | +1.3% | +1.9% | -0.6% | +0.8% |
| 3M | -3.2% | +5.9% | -9.1% | -4.3% |
| 6M | +2.0% | +16.9% | -14.9% | -0.6% |
| YTD | +10.7% | -1.1% | +11.7% | +8.8% |
| 1Y | +13.0% | +28.8% | -15.9% | +8.1% |
| 3Y | +67.1% | -20.6% | +87.7% | +61.8% |
| 5Y | +49.4% | -41.5% | +90.9% | +45.7% |
| 10Y | +148.2% | +87.5% | +60.6% | +105.5% |
| All | +206.0% | -65.8% | +271.9% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 all: compounded portfolio wealth divided by compounded CLF 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…
all analysis · Full analysis span regression · 6 months rolling