+315.1%
IVV vs CLF
+128.0%
+187.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +0.1% | +7.6% | -7.5% | -0.9% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | +2.0% | -13.4% | +15.4% | +3.3% |
| 6M | +13.0% | +15.4% | -2.4% | +9.3% |
| YTD | +13.6% | -5.9% | +19.5% | +12.2% |
| 1Y | +20.1% | +18.8% | +1.3% | +13.1% |
| 3Y | +77.6% | -19.4% | +97.0% | +69.5% |
| 5Y | +82.5% | -47.7% | +130.2% | +79.3% |
| All | +315.1% | +128.0% | +187.1% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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