+3,038.3%
CLS vs IVZ
+60.3%
+2,977.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +20.1% | +1.2% | +18.9% | +19.5% |
| 30D | +6.0% | +1.8% | +4.3% | +5.2% |
| 3M | -10.3% | +15.7% | -26.0% | -16.5% |
| 6M | +24.5% | +36.3% | -11.8% | +6.5% |
| YTD | +12.9% | +24.9% | -12.1% | -0.6% |
| 1Y | +36.7% | +48.9% | -12.3% | +10.7% |
| 3Y | +1,328.1% | +136.8% | +1,191.3% | +811.5% |
| 5Y | +3,682.3% | +60.0% | +3,622.3% | +2,693.7% |
| 10Y | +3,038.3% | +63.4% | +2,974.9% | +1,857.7% |
| All | +3,038.3% | +60.3% | +2,977.9% | +1,857.7% |
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