+83.5%
CLF vs IOVA
+12.2%
+71.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.0% |
| 7D | -9.1% | -8.5% | -0.6% | -8.0% |
| 30D | -0.9% | -44.7% | +43.8% | +5.1% |
| 3M | +3.0% | +26.2% | -23.3% | -2.9% |
| 6M | +16.7% | +123.2% | -106.5% | -0.2% |
| YTD | -3.2% | +196.0% | -199.1% | -22.4% |
| 1Y | +24.6% | +240.9% | -216.3% | -2.7% |
| 3Y | -22.3% | +103.5% | -125.8% | -42.6% |
| 5Y | -41.2% | -65.5% | +24.3% | -49.3% |
| 10Y | +83.5% | +7.0% | +76.5% | +27.7% |
| All | +83.5% | +12.2% | +71.3% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling