+566.4%
CLF vs IAG
+362.6%
+203.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.8% | +1.2% | +5.3% |
| 7D | -14.1% | +24.0% | -38.1% | -19.8% |
| 30D | -5.5% | +5.5% | -11.1% | -7.8% |
| 3M | 0.0% | +8.3% | -8.3% | -3.6% |
| 6M | +11.3% | +6.1% | +5.2% | +7.1% |
| YTD | -7.7% | +20.3% | -28.0% | -16.7% |
| 1Y | +17.5% | +56.5% | -38.9% | -2.0% |
| 3Y | -25.4% | +762.6% | -788.0% | -66.0% |
| 5Y | -46.0% | +546.3% | -592.2% | -75.7% |
| 10Y | +80.1% | +356.1% | -276.0% | -31.1% |
| All | +566.4% | +362.6% | +203.9% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling