+20.2%
CLF vs IBB
+42.2%
-22.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.6% | -11.8% | -10.3% |
| 7D | -7.9% | +2.2% | -10.1% | -8.9% |
| 30D | +5.2% | +6.3% | -1.1% | +2.0% |
| 3M | +4.3% | +16.3% | -12.0% | -4.5% |
| 6M | +25.3% | +30.0% | -4.7% | +6.4% |
| YTD | -3.3% | +31.1% | -34.5% | -19.3% |
| 1Y | +20.2% | +42.0% | -21.7% | -4.7% |
| All | +20.2% | +42.2% | -22.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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