-60.8%
CLSK vs IVZ
+56.8%
-117.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.2% |
| 7D | +7.7% | -2.4% | +10.1% | +9.2% |
| 30D | +12.2% | +3.0% | +9.2% | +10.2% |
| 3M | -15.5% | +14.9% | -30.3% | -21.7% |
| 6M | +39.3% | +36.7% | +2.6% | +16.7% |
| YTD | +35.1% | +25.7% | +9.4% | +18.9% |
| 1Y | +34.0% | +47.7% | -13.7% | +8.5% |
| 3Y | +226.3% | +138.8% | +87.4% | +109.4% |
| 5Y | +6.4% | +62.1% | -55.7% | -19.3% |
| All | -60.8% | +56.8% | -117.7% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling