+55.1%
IVZ vs CLBK
+66.9%
-11.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.4% |
| 30D | +3.1% | +7.8% | -4.7% | -2.1% |
| 3M | +18.2% | +23.9% | -5.7% | +1.9% |
| 6M | +38.6% | +42.3% | -3.7% | +8.8% |
| YTD | +25.9% | +65.4% | -39.5% | -11.0% |
| 1Y | +51.7% | +70.3% | -18.7% | +4.1% |
| 3Y | +138.7% | +54.5% | +84.2% | +68.7% |
| 5Y | +62.8% | +43.1% | +19.7% | +6.5% |
| All | +55.1% | +66.9% | -11.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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