+80.1%
CLF vs IOVA
+28.7%
+51.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.4% | +6.8% |
| 7D | -14.1% | +1.9% | -16.0% | -14.2% |
| 30D | -5.5% | -44.1% | +38.6% | +0.1% |
| 3M | 0.0% | +28.9% | -28.9% | -6.0% |
| 6M | +11.3% | +125.7% | -114.4% | -5.0% |
| YTD | -7.7% | +199.3% | -206.9% | -26.2% |
| 1Y | +17.5% | +255.2% | -237.7% | -8.7% |
| 3Y | -25.4% | +106.8% | -132.3% | -45.0% |
| 5Y | -46.0% | -67.1% | +21.1% | -53.0% |
| 10Y | +80.1% | +16.7% | +63.4% | +24.7% |
| All | +80.1% | +28.7% | +51.4% | +24.7% |
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