+6.0%
CLSK vs IVZ
+61.1%
-55.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +5.6% |
| 7D | +7.7% | -2.4% | +10.1% | +10.5% |
| 30D | +12.2% | +3.0% | +9.2% | +8.3% |
| 3M | -15.5% | +14.9% | -30.3% | -27.5% |
| 6M | +39.3% | +36.7% | +2.6% | -2.3% |
| YTD | +35.1% | +25.7% | +9.4% | +3.3% |
| 1Y | +34.0% | +47.7% | -13.7% | -14.0% |
| 3Y | +226.3% | +138.8% | +87.4% | +16.8% |
| All | +6.0% | +61.1% | -55.1% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling