-61.9%
CLSK vs IVZ
+55.9%
-117.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | +17.2% | +1.2% | +16.0% | +16.5% |
| 30D | +14.6% | +1.8% | +12.8% | +13.3% |
| 3M | -16.8% | +15.7% | -32.6% | -23.3% |
| 6M | +38.2% | +36.3% | +1.9% | +15.9% |
| YTD | +31.2% | +24.9% | +6.3% | +15.9% |
| 1Y | +37.3% | +48.9% | -11.6% | +10.7% |
| 3Y | +201.8% | +136.8% | +65.0% | +94.5% |
| 5Y | -1.6% | +60.0% | -61.5% | -25.0% |
| All | -61.9% | +55.9% | -117.9% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling