-35.7%
CLX vs IVZ
+63.4%
-99.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.7% |
| 30D | -11.9% | +3.1% | -15.0% | -12.1% |
| 3M | -2.6% | +18.2% | -20.8% | -4.2% |
| 6M | -18.2% | +38.6% | -56.8% | -20.8% |
| YTD | -5.9% | +25.9% | -31.8% | -8.3% |
| 1Y | -23.8% | +51.7% | -75.5% | -27.3% |
| 3Y | -33.6% | +138.7% | -172.2% | -40.7% |
| 5Y | -35.7% | +62.8% | -98.5% | -42.5% |
| All | -35.7% | +63.4% | -99.1% | -42.5% |
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