-35.1%
CLF vs IBB
+75.6%
-110.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.0% | -7.2% | -7.8% |
| 7D | -21.0% | -3.6% | -17.4% | -18.3% |
| 30D | -8.0% | +3.4% | -11.4% | -10.7% |
| 3M | -10.9% | +9.5% | -20.4% | -19.1% |
| 6M | +5.8% | +23.3% | -17.5% | -15.0% |
| YTD | -15.1% | +24.5% | -39.7% | -33.1% |
| 1Y | +7.2% | +32.9% | -25.7% | -21.3% |
| All | -35.1% | +75.6% | -110.7% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling