+20.2%
CLF vs IAG
+56.5%
-36.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +10.2% | -19.4% | -11.7% |
| 7D | -7.9% | +1.1% | -9.0% | -8.4% |
| 30D | +5.2% | -5.3% | +10.5% | +6.4% |
| 3M | +4.3% | +18.0% | -13.7% | -1.8% |
| 6M | +25.3% | +7.1% | +18.2% | +21.2% |
| YTD | -3.3% | +5.9% | -9.3% | -8.4% |
| 1Y | +20.2% | +59.4% | -39.2% | -4.4% |
| All | +20.2% | +56.5% | -36.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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