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  • IGV vs CLS✓SelectedUSD · CLSIGV vs CLS performance historyLatest closeAs of-0.81%09/09
Stock and ETF performance explorer

IGV vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+364.4%
CLS return
+3,003.3%
Excess return
-2,638.8%
Maximum drawdown
-45.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D-0.8%+1.1%-1.9%-1.0%
7D-1.5%+20.1%-21.6%-5.5%
30D-3.0%+6.0%-9.1%-4.7%
3M+9.6%-10.3%+19.9%+10.2%
6M+16.1%+24.5%-8.4%+6.3%
YTD-3.6%+12.9%-16.5%-10.9%
1Y-7.8%+36.7%-44.5%-20.3%
3Y+40.0%+1,328.1%-1,288.1%-39.7%
5Y+21.2%+3,682.3%-3,661.1%-60.4%
10Y+364.4%+3,038.3%-2,673.9%+35.1%
All+364.4%+3,003.3%-2,638.8%+35.1%

Cumulative growth

Daily Returns

Daily percentage return beside CLS.

Daily Out/Under-Performance

Portfolio return minus CLS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…

10y analysis · Full analysis span regression · 6 months rolling