+973.2%
IGV vs CLX
+444.8%
+528.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | -4.5% | -9.2% | +4.7% | -1.8% |
| 30D | +3.2% | -11.0% | +14.3% | +6.8% |
| 3M | +4.5% | +5.0% | -0.5% | +2.7% |
| 6M | +22.1% | -18.8% | +40.9% | +28.5% |
| YTD | -1.0% | -4.4% | +3.4% | -1.5% |
| 1Y | -2.1% | -21.9% | +19.7% | +3.5% |
| 3Y | +44.6% | -32.8% | +77.3% | +57.7% |
| 5Y | +22.2% | -34.6% | +56.7% | +30.3% |
| 10Y | +364.7% | -4.7% | +369.4% | +295.5% |
| All | +973.2% | +444.8% | +528.4% | +341.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling