+356.3%
IGV vs CLX
-2.6%
+358.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.4% | -5.9% | +0.5% | -4.6% |
| 30D | -2.6% | -17.0% | +14.4% | -0.3% |
| 3M | +10.5% | -9.6% | +20.1% | +11.9% |
| 6M | +18.2% | -21.5% | +39.7% | +21.7% |
| YTD | -4.2% | -8.8% | +4.6% | -3.9% |
| 1Y | -9.8% | -24.7% | +14.8% | -6.8% |
| 3Y | +39.1% | -35.6% | +74.8% | +46.3% |
| 5Y | +21.2% | -37.6% | +58.8% | +26.0% |
| All | +356.3% | -2.6% | +358.9% | +319.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling