+22.8%
IGV vs CLSK
-0.4%
+23.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.1% |
| 7D | -5.4% | +1.7% | -7.1% | -5.6% |
| 30D | -2.6% | +11.1% | -13.7% | -4.3% |
| 3M | +10.5% | -14.1% | +24.6% | +11.0% |
| 6M | +18.2% | +32.9% | -14.7% | +11.1% |
| YTD | -4.2% | +26.5% | -30.7% | -10.6% |
| 1Y | -9.8% | +27.6% | -37.4% | -17.8% |
| 3Y | +39.1% | +190.9% | -151.8% | -7.0% |
| All | +22.8% | -0.4% | +23.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling