-46.0%
CLF vs IBB
+41.1%
-87.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +4.5% |
| 7D | -14.1% | +2.7% | -16.8% | -15.9% |
| 30D | -5.5% | +6.3% | -11.9% | -10.7% |
| 3M | 0.0% | +11.1% | -11.1% | -10.1% |
| 6M | +11.3% | +29.2% | -18.0% | -14.1% |
| YTD | -7.7% | +30.2% | -37.9% | -29.6% |
| 1Y | +17.5% | +39.5% | -21.9% | -16.3% |
| 3Y | -25.4% | +92.3% | -117.8% | -60.8% |
| 5Y | -46.0% | +43.0% | -88.9% | -67.8% |
| All | -46.0% | +41.1% | -87.0% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling