-35.7%
CLX vs IAG
+766.8%
-802.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -3.5% | +4.3% | -7.8% | -3.7% |
| 30D | -11.9% | +9.8% | -21.6% | -12.1% |
| 3M | -2.6% | +28.9% | -31.5% | -3.4% |
| 6M | -18.2% | -7.6% | -10.6% | -18.2% |
| YTD | -5.9% | +22.0% | -27.9% | -6.6% |
| 1Y | -23.8% | +99.5% | -123.3% | -25.4% |
| 3Y | -33.6% | +818.3% | -851.8% | -39.2% |
| 5Y | -35.7% | +785.9% | -821.6% | -44.0% |
| All | -35.7% | +766.8% | -802.5% | -44.0% |
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