+309.6%
IVV vs CLX
+26.7%
+282.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +1.5% |
| 7D | +0.1% | +17.4% | -17.3% | -2.5% |
| 30D | -3.3% | +27.8% | -31.1% | -7.1% |
| 3M | -2.4% | +3.0% | -5.4% | -3.0% |
| 6M | +2.6% | +17.5% | -14.9% | -0.5% |
| YTD | +11.3% | +10.0% | +1.3% | +8.7% |
| 1Y | +13.4% | +3.3% | +10.2% | +12.0% |
| 3Y | +80.3% | -10.1% | +90.4% | +80.8% |
| 5Y | +72.7% | -23.7% | +96.5% | +75.6% |
| 10Y | +309.6% | +24.9% | +284.8% | +268.9% |
| All | +309.6% | +26.7% | +282.9% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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