-29.6%
CLS vs IVZ
+30.5%
-60.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.2% | -13.2% | -11.1% |
| 7D | -21.1% | +2.6% | -23.8% | -22.3% |
| 30D | -38.2% | -3.5% | -34.7% | -37.1% |
| 3M | -36.3% | -7.4% | -28.9% | -33.7% |
| 6M | -43.8% | +14.7% | -58.5% | -46.3% |
| YTD | -20.0% | +14.6% | -34.6% | -31.9% |
| 1Y | -29.6% | +30.7% | -60.3% | -49.6% |
| All | -29.6% | +30.5% | -60.1% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling