-34.0%
CLX vs IBB
+22.5%
-56.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -9.2% | +1.4% | -10.7% | -9.6% |
| 30D | -11.0% | +10.5% | -21.5% | -13.2% |
| 3M | +5.0% | +23.6% | -18.6% | -0.4% |
| 6M | -18.8% | +22.6% | -41.4% | -22.9% |
| YTD | -4.4% | +25.7% | -30.1% | -9.9% |
| 1Y | -21.9% | +51.4% | -73.2% | -29.6% |
| 3Y | -32.8% | +64.4% | -97.1% | -41.3% |
| All | -34.0% | +22.5% | -56.5% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling