+11.8%
CLF vs IOT
-3.4%
+15.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.8% |
| 7D | -2.7% | +5.1% | -7.7% | -2.4% |
| 30D | -3.2% | -3.0% | -0.2% | -3.3% |
| 3M | -5.0% | +15.0% | -19.9% | -3.9% |
| 6M | +26.6% | +13.1% | +13.5% | +27.3% |
| YTD | -9.0% | +9.0% | -18.0% | -4.3% |
| 1Y | +11.8% | +0.1% | +11.7% | +21.4% |
| All | +11.8% | -3.4% | +15.2% | +21.4% |
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 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