+20.2%
CLF vs IOT
+8.2%
+12.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.1% | -13.3% | -8.8% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | +5.2% | +1.0% | +4.3% | +5.5% |
| 3M | +4.3% | +10.9% | -6.6% | +5.8% |
| 6M | +25.3% | +39.9% | -14.6% | +31.4% |
| YTD | -3.3% | +20.8% | -24.1% | +2.0% |
| 1Y | +20.2% | +10.6% | +9.7% | +26.7% |
| All | +20.2% | +8.2% | +12.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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