-39.0%
CLF vs IOT
+55.2%
-94.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.9% |
| 7D | -2.7% | +5.1% | -7.7% | -3.6% |
| 30D | -3.2% | -3.0% | -0.2% | -2.9% |
| 3M | -5.0% | +15.0% | -19.9% | -8.7% |
| 6M | +26.6% | +13.1% | +13.5% | +20.8% |
| YTD | -9.0% | +9.0% | -18.0% | -13.7% |
| 1Y | +11.8% | +0.1% | +11.7% | +7.5% |
| 3Y | -15.1% | +26.4% | -41.5% | -26.4% |
| All | -39.0% | +55.2% | -94.2% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling