-25.4%
CLX vs IVZ
+50.2%
-75.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | -15.8% | +1.8% | -17.6% | -15.9% |
| 3M | -7.9% | +15.7% | -23.7% | -8.4% |
| 6M | -19.0% | +36.3% | -55.4% | -20.5% |
| YTD | -7.9% | +24.9% | -32.9% | -10.1% |
| 1Y | -25.4% | +48.9% | -74.3% | -27.5% |
| All | -25.4% | +50.2% | -75.5% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling