+29.8%
IVZ vs CLBK
+59.4%
-29.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -2.4% | +0.6% | -3.1% | -2.8% |
| 30D | -11.2% | +2.9% | -14.1% | -13.0% |
| 3M | -14.0% | +3.0% | -16.9% | -16.1% |
| 6M | +0.5% | +27.3% | -26.8% | -15.3% |
| YTD | +5.4% | +58.0% | -52.6% | -23.5% |
| 1Y | +19.5% | +62.4% | -42.9% | -15.1% |
| 3Y | +128.7% | +46.9% | +81.8% | +66.7% |
| 5Y | +28.8% | +25.3% | +3.5% | -5.1% |
| All | +29.8% | +59.4% | -29.6% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling