+18.8%
CLF vs IBB
+38.4%
-19.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +5.4% |
| 7D | -14.1% | +2.7% | -16.8% | -15.0% |
| 30D | -5.5% | +6.3% | -11.9% | -8.2% |
| 3M | 0.0% | +11.1% | -11.1% | -5.7% |
| 6M | +11.3% | +29.2% | -18.0% | -5.7% |
| YTD | -7.7% | +30.2% | -37.9% | -23.0% |
| All | +18.8% | +38.4% | -19.6% | -6.3% |
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 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