+3,231.7%
CLS vs IVZ
+299.0%
+2,932.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +4.6% | +0.6% | +3.9% | +4.4% |
| 30D | -13.9% | +4.0% | -17.9% | -15.3% |
| 3M | -26.6% | +18.2% | -44.7% | -32.2% |
| 6M | +15.4% | +32.8% | -17.4% | +0.4% |
| YTD | +5.7% | +28.7% | -23.1% | -8.0% |
| 1Y | +41.1% | +55.4% | -14.3% | +12.5% |
| 3Y | +1,228.6% | +135.2% | +1,093.4% | +757.6% |
| 5Y | +3,240.6% | +64.2% | +3,176.5% | +2,381.3% |
| 10Y | +2,760.3% | +64.6% | +2,695.7% | +1,778.5% |
| All | +3,231.7% | +299.0% | +2,932.7% | +990.4% |
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