+226.3%
CLSK vs IVZ
+134.7%
+91.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +5.7% |
| 7D | +7.7% | -2.4% | +10.1% | +10.3% |
| 30D | +12.2% | +3.0% | +9.2% | +8.6% |
| 3M | -15.5% | +14.9% | -30.3% | -26.7% |
| 6M | +39.3% | +36.7% | +2.6% | +0.1% |
| YTD | +35.1% | +25.7% | +9.4% | +5.2% |
| 1Y | +34.0% | +47.7% | -13.7% | -11.4% |
| 3Y | +226.3% | +138.8% | +87.4% | +24.3% |
| All | +226.3% | +134.7% | +91.5% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling