-79.8%
CLF vs IOVA
-92.3%
+12.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.6% |
| 7D | -19.6% | -5.2% | -14.4% | -19.4% |
| 30D | -5.0% | -37.8% | +32.8% | -3.8% |
| 3M | -6.3% | +29.5% | -35.8% | -7.7% |
| 6M | +2.8% | +96.6% | -93.8% | -0.6% |
| YTD | -13.7% | +194.5% | -208.2% | -18.1% |
| 1Y | +13.6% | +248.1% | -234.5% | +7.1% |
| 3Y | -34.0% | +86.1% | -120.1% | -37.9% |
| 5Y | -48.7% | -67.8% | +19.1% | -50.5% |
| 10Y | +113.4% | +38.6% | +74.8% | +100.6% |
| All | -79.8% | -92.3% | +12.5% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling