+20.2%
CLF vs IOVA
+362.8%
-342.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -9.2% |
| 7D | -7.9% | -41.3% | +33.4% | -8.0% |
| 30D | +5.2% | -38.5% | +43.8% | +5.0% |
| 3M | +4.3% | +99.5% | -95.2% | +3.9% |
| 6M | +25.3% | +126.0% | -100.7% | +23.9% |
| YTD | -3.3% | +218.7% | -222.0% | -0.7% |
| 1Y | +20.2% | +378.0% | -357.8% | +25.6% |
| All | +20.2% | +362.8% | -342.5% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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