+24.6%
CLF vs IOVA
+233.9%
-209.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.9% |
| 7D | -9.1% | -8.5% | -0.6% | -8.9% |
| 30D | -0.9% | -44.7% | +43.8% | -0.6% |
| 3M | +3.0% | +26.2% | -23.3% | +2.4% |
| 6M | +16.7% | +123.2% | -106.5% | +13.2% |
| YTD | -3.2% | +196.0% | -199.1% | -3.4% |
| 1Y | +24.6% | +240.9% | -216.3% | +21.6% |
| All | +24.6% | +233.9% | -209.3% | +21.6% |
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