+215.9%
CLF vs IVZ
+897.2%
-681.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | -2.4% | -17.1% | -18.6% |
| 30D | -5.0% | -11.2% | +6.2% | +0.6% |
| 3M | -6.3% | -14.0% | +7.7% | +0.6% |
| 6M | +2.8% | +0.5% | +2.3% | +1.7% |
| YTD | -13.7% | +5.4% | -19.1% | -17.4% |
| 1Y | +13.6% | +19.5% | -5.9% | +1.8% |
| 3Y | -34.0% | +128.7% | -162.7% | -57.4% |
| 5Y | -48.7% | +28.8% | -77.5% | -56.5% |
| 10Y | +113.4% | +52.3% | +61.1% | +58.6% |
| All | +215.9% | +897.2% | -681.3% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling