+64.3%
IYR vs CLF
+108.7%
-44.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -0.4% | +6.5% | -6.9% | -1.1% |
| 30D | -2.5% | +0.2% | -2.8% | -2.7% |
| 3M | +1.5% | -3.1% | +4.5% | +1.2% |
| 6M | +3.9% | +25.0% | -21.2% | 0.0% |
| YTD | +9.5% | -7.5% | +17.0% | +8.5% |
| 1Y | +7.5% | +11.5% | -4.1% | +2.9% |
| 3Y | +30.8% | -13.7% | +44.5% | +24.5% |
| 5Y | +4.8% | -47.0% | +51.8% | +3.0% |
| 10Y | +64.3% | +116.3% | -52.0% | +15.5% |
| All | +64.3% | +108.7% | -44.3% | +15.5% |
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