+363.6%
IGV vs CLX
+32.0%
+331.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.4% |
| 7D | +2.3% | +9.5% | -7.2% | +1.2% |
| 30D | -6.0% | +30.7% | -36.7% | -9.1% |
| 3M | -4.8% | +4.2% | -9.0% | -5.4% |
| 6M | +14.2% | +22.1% | -7.9% | +11.1% |
| YTD | -4.2% | +14.1% | -18.3% | -6.6% |
| 1Y | -5.3% | +10.3% | -15.6% | -7.2% |
| 3Y | +38.8% | -7.8% | +46.6% | +38.4% |
| 5Y | +14.2% | -20.8% | +35.1% | +14.9% |
| All | +363.6% | +32.0% | +331.6% | +305.0% |
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