+38.9%
IGV vs CLX
-35.1%
+74.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -1.5% | -4.9% | +3.4% | -1.5% |
| 30D | -3.0% | -15.8% | +12.8% | -3.0% |
| 3M | +9.6% | -7.9% | +17.5% | +9.6% |
| 6M | +16.1% | -19.0% | +35.2% | +16.9% |
| YTD | -3.6% | -7.9% | +4.3% | -4.1% |
| 1Y | -7.8% | -25.4% | +17.5% | -6.6% |
| All | +38.9% | -35.1% | +74.0% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling