-38.0%
CLF vs IOT
+61.2%
-99.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +6.5% | +2.8% | +3.7% | +5.8% |
| 30D | +0.2% | -1.8% | +2.0% | +0.3% |
| 3M | -3.1% | +17.9% | -21.0% | -7.3% |
| 6M | +25.0% | +13.5% | +11.5% | +19.3% |
| YTD | -7.5% | +13.3% | -20.7% | -13.0% |
| 1Y | +11.5% | -3.3% | +14.8% | +8.3% |
| 3Y | -13.7% | +31.3% | -45.0% | -25.7% |
| All | -38.0% | +61.2% | -99.2% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling