+6.0%
CLSK vs IEF
-9.5%
+15.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +7.7% | -1.3% | +9.1% | +8.5% |
| 30D | +12.2% | -1.7% | +14.0% | +13.3% |
| 3M | -15.5% | -2.5% | -12.9% | -14.2% |
| 6M | +39.3% | -3.3% | +42.6% | +41.9% |
| YTD | +35.1% | -2.8% | +37.9% | +37.3% |
| 1Y | +34.0% | -2.7% | +36.7% | +36.2% |
| 3Y | +226.3% | +8.9% | +217.3% | +209.2% |
| All | +6.0% | -9.5% | +15.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling