-17.5%
CLF vs IOVA
+44.8%
-62.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +7.6% | +9.7% | -2.2% | +6.6% |
| 30D | -1.2% | +102.5% | -103.7% | -9.4% |
| 3M | -13.4% | +100.7% | -114.1% | -21.1% |
| 6M | +15.4% | +106.3% | -90.9% | +3.7% |
| YTD | -5.9% | +222.0% | -227.9% | -20.9% |
| 1Y | +18.8% | +299.5% | -280.7% | -3.8% |
| All | -17.5% | +44.8% | -62.4% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling