+28.5%
CLS vs IVZ
+48.1%
-19.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +5.0% | -2.4% | +7.3% | +6.1% |
| 30D | +4.8% | +2.5% | +2.3% | +3.7% |
| 3M | -10.4% | +17.1% | -27.4% | -15.9% |
| 6M | +20.8% | +35.1% | -14.3% | +5.4% |
| YTD | +10.0% | +24.3% | -14.3% | -7.0% |
| 1Y | +28.5% | +48.7% | -20.1% | +2.8% |
| All | +28.5% | +48.1% | -19.6% | +2.8% |
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