+307.6%
IVV vs CLSK
-80.9%
+388.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.4% |
| 7D | +2.6% | +8.0% | -5.4% | +2.4% |
| 30D | -2.0% | -27.9% | +25.9% | -1.6% |
| 3M | -2.8% | -42.3% | +39.5% | -2.1% |
| 6M | +2.2% | -50.0% | +52.2% | +2.9% |
| YTD | +11.5% | -34.3% | +45.8% | +11.7% |
| 1Y | +13.5% | -44.5% | +58.0% | +13.9% |
| 3Y | +78.1% | +74.5% | +3.6% | +74.4% |
| 5Y | +73.1% | -69.0% | +142.1% | +69.9% |
| All | +307.6% | -80.9% | +388.6% | +297.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling