-7.5%
IGV vs CLX
-6.5%
-1.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +1.2% |
| 7D | -7.5% | +14.2% | -21.6% | -6.6% |
| 30D | -5.6% | +22.7% | -28.3% | -4.3% |
| 3M | +1.5% | -2.8% | +4.3% | +0.9% |
| 6M | +17.1% | +17.7% | -0.6% | +20.9% |
| YTD | -2.0% | +3.3% | -5.3% | -3.5% |
| 1Y | -7.5% | -5.6% | -1.9% | -8.2% |
| All | -7.5% | -6.5% | -1.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling