-1.4%
CLX vs IBN
+312.2%
-313.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.1% |
| 7D | -4.9% | -5.1% | +0.2% | -4.7% |
| 30D | -15.8% | -3.5% | -12.3% | -15.7% |
| 3M | -7.9% | +11.3% | -19.2% | -8.3% |
| 6M | -19.0% | +4.4% | -23.5% | -19.2% |
| YTD | -7.9% | -1.8% | -6.1% | -8.0% |
| 1Y | -25.4% | -8.0% | -17.4% | -25.3% |
| 3Y | -35.0% | +27.1% | -62.1% | -35.6% |
| 5Y | -36.8% | +54.5% | -91.3% | -37.6% |
| 10Y | -1.4% | +314.2% | -315.7% | -5.9% |
| All | -1.4% | +312.2% | -313.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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