+99.7%
CLF vs IBB
+156.3%
-56.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | 0.0% |
| 7D | -19.6% | -1.8% | -17.7% | -18.1% |
| 30D | -5.0% | +5.1% | -10.0% | -9.5% |
| 3M | -6.3% | +10.7% | -17.0% | -16.1% |
| 6M | +2.8% | +22.9% | -20.1% | -17.4% |
| YTD | -13.7% | +26.7% | -40.4% | -33.1% |
| 1Y | +13.6% | +35.1% | -21.5% | -17.4% |
| 3Y | -34.0% | +80.2% | -114.2% | -63.6% |
| 5Y | -48.7% | +37.8% | -86.6% | -63.6% |
| All | +99.7% | +156.3% | -56.6% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling