+355.8%
IGV vs CLSK
-60.8%
+416.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.2% |
| 7D | -2.9% | +7.7% | -10.6% | -3.1% |
| 30D | -1.5% | +12.2% | -13.7% | -1.8% |
| 3M | +11.7% | -15.5% | +27.1% | +11.8% |
| 6M | +18.4% | +39.3% | -20.9% | +17.1% |
| YTD | -3.9% | +35.1% | -39.0% | -5.1% |
| 1Y | -9.7% | +34.0% | -43.7% | -11.0% |
| 3Y | +38.4% | +226.3% | -187.8% | +32.3% |
| 5Y | +21.6% | +6.4% | +15.2% | +16.2% |
| All | +355.8% | -60.8% | +416.6% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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