+31.8%
CLX vs IVZ
+43.7%
-11.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.0% |
| 7D | +9.5% | +7.6% | +1.9% | +8.8% |
| 30D | +30.7% | +4.3% | +26.4% | +30.2% |
| 3M | +4.2% | -9.3% | +13.6% | +5.0% |
| 6M | +22.1% | +5.2% | +16.9% | +21.4% |
| YTD | +14.1% | +13.4% | +0.6% | +12.5% |
| 1Y | +10.3% | +25.4% | -15.1% | +7.8% |
| 3Y | -7.8% | +152.5% | -160.3% | -16.0% |
| 5Y | -20.8% | +36.7% | -57.5% | -25.3% |
| All | +31.8% | +43.7% | -11.9% | +20.0% |
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