-35.7%
CLX vs IBN
+56.7%
-92.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.3% |
| 7D | -3.5% | -2.2% | -1.4% | -3.3% |
| 30D | -11.9% | -2.3% | -9.6% | -11.7% |
| 3M | -2.6% | +15.9% | -18.5% | -4.2% |
| 6M | -18.2% | +5.6% | -23.8% | -18.8% |
| YTD | -5.9% | -0.1% | -5.8% | -6.3% |
| 1Y | -23.8% | -6.5% | -17.3% | -23.8% |
| 3Y | -33.6% | +29.3% | -62.9% | -35.4% |
| 5Y | -35.7% | +56.6% | -92.2% | -38.5% |
| All | -35.7% | +56.7% | -92.4% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling