+1,929.4%
CLS vs IVZ
+44.4%
+1,885.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.9% |
| 7D | +2.8% | -2.8% | +5.5% | +4.6% |
| 30D | -30.1% | -2.2% | -27.9% | -29.1% |
| 3M | -21.7% | -8.1% | -13.6% | -18.1% |
| 6M | -36.2% | +3.8% | -40.0% | -37.4% |
| YTD | -17.8% | +11.5% | -29.3% | -23.3% |
| 1Y | -26.8% | +23.7% | -50.5% | -34.9% |
| 3Y | +853.4% | +145.8% | +707.6% | +502.0% |
| 5Y | +2,005.0% | +36.1% | +1,968.9% | +1,584.9% |
| 10Y | +1,929.4% | +42.4% | +1,887.0% | +1,240.2% |
| All | +1,929.4% | +44.4% | +1,885.0% | +1,240.2% |
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 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