-25.4%
CLF vs IOT
+68.2%
-93.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.9% | +6.5% |
| 7D | -14.1% | +0.8% | -14.9% | -14.2% |
| 30D | -5.5% | +1.6% | -7.2% | -5.9% |
| 3M | 0.0% | +3.3% | -3.3% | -0.9% |
| 6M | +11.3% | +42.0% | -30.7% | +3.5% |
| YTD | -7.7% | +19.1% | -26.8% | -12.2% |
| 1Y | +17.5% | +8.8% | +8.8% | +13.7% |
| 3Y | -25.4% | +79.2% | -104.7% | -37.9% |
| All | -25.4% | +68.2% | -93.7% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling