+1,408.9%
CLX vs IVZ
+973.1%
+435.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.9% |
| 7D | +9.5% | +7.6% | +1.9% | +8.6% |
| 30D | +30.7% | +4.3% | +26.4% | +30.0% |
| 3M | +4.2% | -9.3% | +13.6% | +5.3% |
| 6M | +22.1% | +5.2% | +16.9% | +21.1% |
| YTD | +14.1% | +13.4% | +0.6% | +11.8% |
| 1Y | +10.3% | +25.4% | -15.1% | +6.8% |
| 3Y | -7.8% | +152.5% | -160.3% | -18.9% |
| 5Y | -20.8% | +36.7% | -57.5% | -26.3% |
| 10Y | +31.9% | +45.0% | -13.1% | +16.0% |
| All | +1,408.9% | +973.1% | +435.8% | +871.5% |
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 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