-22.7%
CLX vs IAG
+461.2%
-483.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.3% |
| 7D | +7.8% | +3.4% | +4.3% | +7.6% |
| 30D | +28.5% | -2.7% | +31.2% | +28.5% |
| 3M | +1.3% | -0.5% | +1.8% | +1.2% |
| 6M | +23.4% | -4.8% | +28.2% | +23.3% |
| YTD | +11.4% | +9.6% | +1.8% | +10.8% |
| 1Y | +6.9% | +32.2% | -25.3% | +5.9% |
| 3Y | -9.8% | +692.5% | -702.3% | -17.2% |
| 5Y | -22.7% | +447.6% | -470.3% | -32.5% |
| All | -22.7% | +461.2% | -483.9% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling