+735.8%
IVV vs CLF
+405.2%
+330.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.2% | +7.8% | -2.7% |
| 7D | -4.8% | -21.0% | +16.2% | -1.7% |
| 30D | -5.9% | -8.0% | +2.1% | -5.3% |
| 3M | -4.5% | -10.9% | +6.4% | -3.8% |
| 6M | +1.8% | +5.8% | -4.0% | -0.7% |
| YTD | +8.4% | -15.1% | +23.5% | +7.8% |
| 1Y | +9.4% | +7.2% | +2.2% | +5.1% |
| 3Y | +75.3% | -34.2% | +109.4% | +71.5% |
| 5Y | +67.8% | -49.6% | +117.4% | +65.2% |
| 10Y | +314.2% | +109.9% | +204.2% | +193.0% |
| All | +735.8% | +405.2% | +330.6% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling