+308.5%
IVV vs CLSK
-63.3%
+371.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -2.0% | +1.7% | -3.8% | -2.0% |
| 30D | -1.6% | +11.1% | -12.8% | -1.8% |
| 3M | +4.8% | -14.1% | +18.8% | +4.8% |
| 6M | +12.6% | +32.9% | -20.3% | +11.8% |
| YTD | +11.8% | +26.5% | -14.7% | +11.0% |
| 1Y | +17.6% | +27.6% | -10.1% | +16.5% |
| 3Y | +77.0% | +190.9% | -113.9% | +72.0% |
| 5Y | +82.6% | -0.4% | +83.0% | +77.2% |
| All | +308.5% | -63.3% | +371.8% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CLSK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling