+74.6%
CLF vs IVZ
+43.7%
+31.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.7% |
| 7D | +10.4% | +7.6% | +2.8% | +5.2% |
| 30D | +0.6% | +4.3% | -3.8% | -2.6% |
| 3M | +4.1% | -9.3% | +13.5% | +10.0% |
| 6M | +15.1% | +5.2% | +9.9% | +9.8% |
| YTD | -4.7% | +13.4% | -18.2% | -14.7% |
| 1Y | +20.4% | +25.4% | -5.0% | +0.4% |
| 3Y | -23.4% | +152.5% | -175.9% | -60.0% |
| 5Y | -43.3% | +36.7% | -80.0% | -57.4% |
| All | +74.6% | +43.7% | +31.0% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling