-47.8%
CLF vs IVZ
+64.2%
-112.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.1% |
| 7D | +7.6% | +0.6% | +6.9% | +7.0% |
| 30D | -1.2% | +4.0% | -5.2% | -3.8% |
| 3M | -13.4% | +18.2% | -31.6% | -23.1% |
| 6M | +15.4% | +32.8% | -17.4% | -5.5% |
| YTD | -5.9% | +28.7% | -34.6% | -22.3% |
| 1Y | +18.8% | +55.4% | -36.6% | -13.8% |
| 3Y | -19.4% | +135.2% | -154.6% | -56.8% |
| All | -47.8% | +64.2% | -112.0% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling