+11.5%
CLF vs IAG
+100.7%
-89.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +6.5% | +4.3% | +2.2% | +5.1% |
| 30D | +0.2% | +9.8% | -9.5% | -3.3% |
| 3M | -3.1% | +28.9% | -32.0% | -12.3% |
| 6M | +25.0% | -7.6% | +32.6% | +25.1% |
| YTD | -7.5% | +22.0% | -29.4% | -19.7% |
| 1Y | +11.5% | +99.5% | -88.0% | -24.2% |
| All | +11.5% | +100.7% | -89.2% | -24.2% |
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