+738.6%
IVV vs CLX
+431.1%
+307.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -2.7% | +13.6% | -16.3% | -6.2% |
| 30D | -5.4% | +23.4% | -28.7% | -10.9% |
| 3M | -4.1% | -2.8% | -1.2% | -3.6% |
| 6M | +0.7% | +14.0% | -13.3% | -3.9% |
| YTD | +8.7% | +4.2% | +4.6% | +5.8% |
| 1Y | +11.0% | -1.2% | +12.1% | +9.5% |
| 3Y | +75.4% | -12.7% | +88.1% | +76.6% |
| 5Y | +68.3% | -26.5% | +94.8% | +74.2% |
| 10Y | +315.5% | +20.2% | +295.3% | +240.1% |
| All | +738.6% | +431.1% | +307.6% | +309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling