+473.5%
CLX vs IBB
+566.2%
-92.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.1% |
| 7D | +13.6% | -1.8% | +15.4% | +14.0% |
| 30D | +23.4% | +5.1% | +18.3% | +21.9% |
| 3M | -2.8% | +10.7% | -13.6% | -5.1% |
| 6M | +14.0% | +22.9% | -8.9% | +8.6% |
| YTD | +4.2% | +26.7% | -22.5% | -1.4% |
| 1Y | -1.2% | +35.1% | -36.3% | -7.8% |
| 3Y | -12.7% | +80.2% | -92.9% | -24.1% |
| 5Y | -26.5% | +37.8% | -64.3% | -32.9% |
| 10Y | +20.2% | +161.2% | -141.0% | -7.4% |
| All | +473.5% | +566.2% | -92.7% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling