+37.6%
CL vs IVZ
+122.1%
-84.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.3% | -2.4% | +3.8% | +1.3% |
| 30D | +11.4% | -11.2% | +22.6% | +11.2% |
| 3M | +4.4% | -14.0% | +18.4% | +4.3% |
| 6M | +10.8% | +0.5% | +10.3% | +10.8% |
| YTD | +25.1% | +5.4% | +19.7% | +24.8% |
| 1Y | +28.0% | +19.5% | +8.5% | +27.7% |
| 3Y | +37.6% | +128.7% | -91.1% | +35.4% |
| All | +37.6% | +122.1% | -84.5% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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