+80.1%
CLF vs IVZ
+55.7%
+24.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.8% | +0.2% | +2.6% |
| 7D | -14.1% | +4.1% | -18.2% | -16.3% |
| 30D | -5.5% | -2.0% | -3.5% | -4.7% |
| 3M | 0.0% | -7.8% | +7.8% | +4.6% |
| 6M | +11.3% | +6.3% | +4.9% | +5.4% |
| YTD | -7.7% | +12.6% | -20.2% | -16.8% |
| 1Y | +17.5% | +27.6% | -10.1% | -2.9% |
| 3Y | -25.4% | +154.0% | -179.5% | -61.2% |
| 5Y | -46.0% | +37.3% | -83.3% | -59.5% |
| 10Y | +80.1% | +50.5% | +29.5% | +25.6% |
| All | +80.1% | +55.7% | +24.4% | +25.6% |
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