+2,491.1%
CLS vs IVZ
+245.4%
+2,245.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.9% |
| 7D | +2.8% | -2.8% | +5.5% | +4.5% |
| 30D | -30.1% | -2.2% | -27.9% | -29.2% |
| 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% | -23.1% |
| 1Y | -26.8% | +23.7% | -50.5% | -34.7% |
| 3Y | +853.4% | +145.8% | +707.6% | +506.3% |
| 5Y | +2,005.0% | +36.1% | +1,968.9% | +1,619.2% |
| 10Y | +1,929.4% | +42.4% | +1,887.0% | +1,337.6% |
| All | +2,491.1% | +245.4% | +2,245.7% | +811.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling