+1,369.4%
CLX vs IVZ
+963.1%
+406.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +13.6% | +2.2% | +11.5% | +13.3% |
| 30D | +29.1% | -2.2% | +31.2% | +29.3% |
| 3M | +1.6% | -8.4% | +10.0% | +2.5% |
| 6M | +18.7% | +6.2% | +12.6% | +17.6% |
| YTD | +11.1% | +12.4% | -1.3% | +9.0% |
| 1Y | +7.0% | +26.0% | -19.0% | +3.6% |
| 3Y | -10.0% | +147.9% | -157.9% | -20.7% |
| 5Y | -22.6% | +38.8% | -61.4% | -28.1% |
| 10Y | +29.3% | +44.6% | -15.2% | +13.9% |
| All | +1,369.4% | +963.1% | +406.3% | +847.2% |
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 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