-41.8%
CLF vs IOVA
-63.3%
+21.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | +10.4% | -3.5% | +13.9% | +10.7% |
| 30D | +0.6% | -45.4% | +45.9% | +5.2% |
| 3M | +4.1% | +19.0% | -14.9% | 0.0% |
| 6M | +15.1% | +112.0% | -96.9% | +2.4% |
| YTD | -4.7% | +184.2% | -189.0% | -19.6% |
| 1Y | +20.4% | +222.0% | -201.6% | -0.2% |
| 3Y | -23.4% | +92.6% | -115.9% | -38.4% |
| All | -41.8% | -63.3% | +21.5% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling