-36.9%
CLF vs IOT
+61.4%
-98.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -2.0% | +1.1% |
| 7D | +7.6% | -2.3% | +9.9% | +7.9% |
| 30D | -1.2% | +3.8% | -5.0% | -2.2% |
| 3M | -13.4% | +14.2% | -27.5% | -16.6% |
| 6M | +15.4% | +40.1% | -24.7% | +4.4% |
| YTD | -5.9% | +13.4% | -19.3% | -11.5% |
| 1Y | +18.8% | +12.2% | +6.7% | +11.3% |
| 3Y | -19.4% | +30.0% | -49.4% | -30.4% |
| All | -36.9% | +61.4% | -98.4% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling