-12.7%
CLX vs IBB
+78.6%
-91.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.2% |
| 7D | +13.6% | -1.8% | +15.4% | +14.1% |
| 30D | +23.4% | +5.1% | +18.3% | +21.7% |
| 3M | -2.8% | +10.7% | -13.6% | -5.4% |
| 6M | +14.0% | +22.9% | -8.9% | +8.1% |
| YTD | +4.2% | +26.7% | -22.5% | -2.1% |
| 1Y | -1.2% | +35.1% | -36.3% | -8.5% |
| 3Y | -12.7% | +80.2% | -92.9% | -25.7% |
| All | -12.7% | +78.6% | -91.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling