-33.6%
CLX vs IVZ
+140.4%
-173.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.6% |
| 30D | -11.9% | +3.1% | -15.0% | -12.0% |
| 3M | -2.6% | +18.2% | -20.8% | -3.6% |
| 6M | -18.2% | +38.6% | -56.8% | -19.9% |
| YTD | -5.9% | +25.9% | -31.8% | -7.6% |
| 1Y | -23.8% | +51.7% | -75.5% | -26.1% |
| 3Y | -33.6% | +138.7% | -172.2% | -41.2% |
| All | -33.6% | +140.4% | -173.9% | -41.2% |
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