-2.5%
CLX vs IBB
+122.6%
-125.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -3.5% | -1.7% | -1.9% | -3.2% |
| 30D | -11.9% | +4.9% | -16.7% | -12.8% |
| 3M | -2.6% | +24.2% | -26.8% | -7.1% |
| 6M | -18.2% | +23.8% | -42.0% | -21.9% |
| YTD | -5.9% | +23.0% | -28.9% | -10.1% |
| 1Y | -23.8% | +46.2% | -70.0% | -29.9% |
| 3Y | -33.6% | +64.8% | -98.4% | -40.8% |
| 5Y | -35.7% | +20.9% | -56.6% | -40.0% |
| 10Y | -2.5% | +121.6% | -124.1% | -20.0% |
| All | -2.5% | +122.6% | -125.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling