+1,312.5%
CLS vs IVZ
+140.4%
+1,172.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +6.9% |
| 7D | +12.8% | +1.1% | +11.7% | +12.1% |
| 30D | +3.8% | +3.1% | +0.7% | +2.1% |
| 3M | -14.6% | +18.2% | -32.8% | -22.7% |
| 6M | +32.2% | +38.6% | -6.4% | +8.2% |
| YTD | +11.6% | +25.9% | -14.3% | -5.5% |
| 1Y | +35.1% | +51.7% | -16.6% | +1.6% |
| 3Y | +1,312.5% | +138.7% | +1,173.9% | +725.1% |
| All | +1,312.5% | +140.4% | +1,172.2% | +725.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling