+357.2%
IGV vs CLSK
-61.9%
+419.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -1.5% | +17.2% | -18.7% | -1.9% |
| 30D | -3.0% | +14.6% | -17.6% | -3.4% |
| 3M | +9.6% | -16.8% | +26.4% | +9.8% |
| 6M | +16.1% | +38.2% | -22.1% | +14.8% |
| YTD | -3.6% | +31.2% | -34.9% | -4.8% |
| 1Y | -7.8% | +37.3% | -45.2% | -9.3% |
| 3Y | +40.0% | +201.8% | -161.8% | +33.9% |
| 5Y | +21.2% | -1.6% | +22.8% | +16.0% |
| All | +357.2% | -61.9% | +419.1% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling