+702.4%
IYR vs CLF
+367.9%
+334.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +2.0% | -19.6% | +21.5% | +5.2% |
| 30D | +8.2% | -5.0% | +13.2% | +8.3% |
| 3M | -1.7% | -6.3% | +4.6% | -1.9% |
| 6M | -0.4% | +2.8% | -3.2% | -3.0% |
| YTD | +9.9% | -13.7% | +23.6% | +8.6% |
| 1Y | +10.4% | +13.6% | -3.1% | +4.2% |
| 3Y | +38.4% | -34.0% | +72.4% | +33.8% |
| 5Y | +5.2% | -48.7% | +54.0% | +1.9% |
| 10Y | +83.8% | +113.4% | -29.6% | +18.1% |
| All | +702.4% | +367.9% | +334.5% | +276.3% |
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