+116.3%
CLF vs IVZ
+61.1%
+55.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.2% |
| 7D | +6.5% | +1.1% | +5.4% | +5.6% |
| 30D | +0.2% | +3.1% | -2.8% | -1.9% |
| 3M | -3.1% | +18.2% | -21.2% | -13.9% |
| 6M | +25.0% | +38.6% | -13.6% | -0.4% |
| YTD | -7.5% | +25.9% | -33.4% | -22.2% |
| 1Y | +11.5% | +51.7% | -40.1% | -17.1% |
| 3Y | -13.7% | +138.7% | -152.3% | -53.4% |
| 5Y | -47.0% | +62.8% | -109.8% | -64.5% |
| 10Y | +116.3% | +60.9% | +55.4% | +36.1% |
| All | +116.3% | +61.1% | +55.2% | +36.1% |
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