+58.6%
IVZ vs CLBK
+67.9%
-9.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | +4.0% | +9.1% | -5.1% | -2.0% |
| 3M | +18.2% | +27.7% | -9.5% | -0.2% |
| 6M | +32.8% | +40.8% | -8.0% | +5.0% |
| YTD | +28.7% | +66.4% | -37.6% | -9.4% |
| 1Y | +55.4% | +72.4% | -17.0% | +5.8% |
| 3Y | +135.2% | +50.7% | +84.5% | +69.4% |
| 5Y | +64.2% | +42.9% | +21.3% | +7.8% |
| All | +58.6% | +67.9% | -9.3% | -12.1% |
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