+309.3%
IVV vs CLSK
-80.4%
+389.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +3.3% | +20.4% | -17.1% | +3.0% |
| 30D | -2.7% | -32.6% | +30.0% | -2.2% |
| 3M | -1.7% | -43.8% | +42.1% | -1.0% |
| 6M | +3.2% | -49.2% | +52.4% | +3.9% |
| YTD | +12.0% | -32.4% | +44.4% | +12.1% |
| 1Y | +12.1% | -48.7% | +60.8% | +12.6% |
| 3Y | +78.6% | +82.9% | -4.3% | +74.8% |
| 5Y | +73.8% | -68.1% | +141.9% | +70.5% |
| All | +309.3% | -80.4% | +389.7% | +298.9% |
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 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