+375.1%
CLX vs IAG
+299.6%
+75.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +1.4% |
| 7D | +8.5% | -2.1% | +10.6% | +8.6% |
| 30D | +30.0% | -6.2% | +36.2% | +30.1% |
| 3M | +3.8% | -5.1% | +8.9% | +3.9% |
| 6M | +24.6% | -10.0% | +34.6% | +24.7% |
| YTD | +12.8% | +3.9% | +8.8% | +12.2% |
| 1Y | +8.6% | +18.9% | -10.3% | +7.7% |
| 3Y | -8.6% | +651.8% | -660.4% | -14.6% |
| 5Y | -21.8% | +416.3% | -438.0% | -27.0% |
| 10Y | +30.4% | +377.4% | -347.1% | +19.8% |
| All | +375.1% | +299.6% | +75.5% | +319.8% |
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