-24.7%
CLX vs IAG
+94.1%
-118.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.9% |
| 7D | -5.9% | -4.1% | -1.8% | -5.7% |
| 30D | -17.0% | +10.6% | -27.7% | -17.3% |
| 3M | -9.6% | +35.4% | -45.0% | -10.6% |
| 6M | -21.5% | -9.5% | -12.0% | -21.6% |
| YTD | -8.8% | +21.8% | -30.6% | -7.8% |
| 1Y | -24.7% | +84.1% | -108.8% | -17.1% |
| All | -24.7% | +94.1% | -118.8% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling