+2,277.8%
CLS vs IVZ
+248.8%
+2,029.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.8% | +1.1% | +4.6% |
| 7D | -10.6% | +4.1% | -14.7% | -12.1% |
| 30D | -38.4% | -2.0% | -36.4% | -37.6% |
| 3M | -29.9% | -7.8% | -22.0% | -26.7% |
| 6M | -40.6% | +6.3% | -47.0% | -42.4% |
| YTD | -24.6% | +12.6% | -37.1% | -29.8% |
| 1Y | -30.8% | +27.6% | -58.4% | -39.1% |
| 3Y | +811.7% | +154.0% | +657.7% | +471.2% |
| 5Y | +1,838.4% | +37.3% | +1,801.1% | +1,477.3% |
| 10Y | +1,751.5% | +50.5% | +1,700.9% | +1,177.0% |
| All | +2,277.8% | +248.8% | +2,029.0% | +732.6% |
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