+86.0%
IYR vs CLF
+92.7%
-6.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.0% | -5.4% | +0.8% |
| 7D | +2.3% | -14.1% | +16.3% | +3.8% |
| 30D | +7.4% | -5.5% | +12.9% | +7.5% |
| 3M | -0.7% | 0.0% | -0.7% | -1.5% |
| 6M | +1.6% | +11.3% | -9.6% | -1.2% |
| YTD | +11.6% | -7.7% | +19.2% | +9.8% |
| 1Y | +10.5% | +17.5% | -7.1% | +5.5% |
| 3Y | +43.4% | -25.4% | +68.8% | +38.4% |
| 5Y | +6.8% | -46.0% | +52.8% | +4.4% |
| 10Y | +86.0% | +80.1% | +5.9% | +35.4% |
| All | +86.0% | +92.7% | -6.7% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling