-1.4%
CLX vs IAG
+401.0%
-402.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | -4.9% | +1.7% | -6.6% | -5.0% |
| 30D | -15.8% | +11.4% | -27.3% | -16.2% |
| 3M | -7.9% | +33.0% | -41.0% | -9.0% |
| 6M | -19.0% | -6.0% | -13.1% | -19.1% |
| YTD | -7.9% | +24.6% | -32.5% | -9.0% |
| 1Y | -25.4% | +105.0% | -130.4% | -27.7% |
| 3Y | -35.0% | +837.9% | -872.9% | -41.7% |
| 5Y | -36.8% | +817.0% | -853.7% | -44.4% |
| 10Y | -1.4% | +425.3% | -426.8% | -15.3% |
| All | -1.4% | +401.0% | -402.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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