+13.6%
CLF vs IBB
+35.8%
-22.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | -19.6% | -1.8% | -17.7% | -18.5% |
| 30D | -5.0% | +5.1% | -10.0% | -7.0% |
| 3M | -6.3% | +10.7% | -17.0% | -11.7% |
| 6M | +2.8% | +22.9% | -20.1% | -9.7% |
| YTD | -13.7% | +26.7% | -40.4% | -26.6% |
| 1Y | +13.6% | +35.1% | -21.5% | -9.1% |
| All | +13.6% | +35.8% | -22.2% | -9.1% |
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