+10.6%
IYR vs CLF
+15.2%
-4.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | +0.6% | +10.4% | -9.8% | +0.4% |
| 30D | +6.6% | +0.6% | +6.0% | +6.3% |
| 3M | -1.8% | +4.1% | -5.9% | -2.2% |
| 6M | +1.4% | +15.1% | -13.7% | +0.3% |
| YTD | +10.5% | -4.7% | +15.3% | +8.7% |
| 1Y | +10.6% | +20.4% | -9.7% | +6.2% |
| All | +10.6% | +15.2% | -4.6% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling