-63.3%
CLSK vs IEF
+8.2%
-71.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +11.1% | -1.5% | +12.6% | +11.3% |
| 3M | -14.1% | -1.7% | -12.4% | -13.9% |
| 6M | +32.9% | -3.5% | +36.4% | +33.3% |
| YTD | +26.5% | -2.6% | +29.1% | +26.9% |
| 1Y | +27.6% | -2.4% | +30.0% | +28.1% |
| 3Y | +190.9% | +8.9% | +182.0% | +188.0% |
| 5Y | -0.4% | -9.2% | +8.9% | -15.5% |
| All | -63.3% | +8.2% | -71.5% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling