+579.5%
CLF vs IAG
+377.5%
+202.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.4% |
| 7D | +7.6% | -0.5% | +8.1% | +7.7% |
| 30D | -1.2% | +28.9% | -30.1% | -9.2% |
| 3M | -13.4% | +19.1% | -32.5% | -18.8% |
| 6M | +15.4% | -10.3% | +25.7% | +16.9% |
| YTD | -5.9% | +24.2% | -30.1% | -15.2% |
| 1Y | +18.8% | +116.5% | -97.7% | -9.4% |
| 3Y | -19.4% | +742.8% | -762.2% | -63.0% |
| 5Y | -47.7% | +753.3% | -801.1% | -78.4% |
| 10Y | +130.4% | +403.2% | -272.8% | -15.3% |
| All | +579.5% | +377.5% | +202.0% | +75.9% |
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