-78.0%
CLF vs IOVA
-91.6%
+13.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.8% |
| 7D | +7.6% | +9.7% | -2.2% | +7.3% |
| 30D | -1.2% | +102.5% | -103.7% | -3.8% |
| 3M | -13.4% | +100.7% | -114.1% | -15.8% |
| 6M | +15.4% | +106.3% | -90.9% | +11.8% |
| YTD | -5.9% | +222.0% | -227.9% | -10.5% |
| 1Y | +18.8% | +299.5% | -280.7% | +12.0% |
| 3Y | -19.4% | +42.9% | -62.3% | -23.4% |
| 5Y | -47.7% | -65.0% | +17.3% | -49.4% |
| 10Y | +130.4% | +10.3% | +120.1% | +117.5% |
| All | -78.0% | -91.6% | +13.7% | -80.3% |
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