+78.4%
IVV vs CLX
-32.8%
+111.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +0.1% | -9.2% | +9.4% | +1.0% |
| 30D | +0.1% | -11.0% | +11.1% | +1.2% |
| 3M | +2.0% | +5.0% | -3.0% | +1.3% |
| 6M | +13.0% | -18.8% | +31.9% | +15.4% |
| YTD | +13.6% | -4.4% | +18.0% | +13.7% |
| 1Y | +20.1% | -21.9% | +41.9% | +23.2% |
| All | +78.4% | -32.8% | +111.2% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling