+572.6%
CLF vs IBB
+560.8%
+11.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.5% |
| 7D | +7.6% | +1.4% | +6.2% | +6.4% |
| 30D | -1.2% | +10.5% | -11.7% | -9.4% |
| 3M | -13.4% | +23.6% | -37.0% | -27.6% |
| 6M | +15.4% | +22.6% | -7.2% | -3.2% |
| YTD | -5.9% | +25.7% | -31.6% | -22.9% |
| 1Y | +18.8% | +51.4% | -32.6% | -15.9% |
| 3Y | -19.4% | +64.4% | -83.8% | -46.2% |
| 5Y | -47.7% | +22.1% | -69.9% | -55.9% |
| 10Y | +130.4% | +132.5% | -2.1% | +20.7% |
| All | +572.6% | +560.8% | +11.7% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling