+302.8%
CLX vs IAG
+377.5%
-74.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -9.2% | -0.5% | -8.7% | -9.2% |
| 30D | -11.0% | +28.9% | -39.9% | -11.7% |
| 3M | +5.0% | +19.1% | -14.1% | +4.4% |
| 6M | -18.8% | -10.3% | -8.6% | -18.8% |
| YTD | -4.4% | +24.2% | -28.6% | -5.2% |
| 1Y | -21.9% | +116.5% | -138.3% | -23.7% |
| 3Y | -32.8% | +742.8% | -775.6% | -37.3% |
| 5Y | -34.6% | +753.3% | -787.9% | -39.7% |
| 10Y | -4.7% | +403.2% | -407.9% | -12.7% |
| All | +302.8% | +377.5% | -74.7% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling