-23.7%
CLX vs IBN
+70.2%
-94.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.3% |
| 7D | +17.4% | +14.6% | +2.8% | +15.1% |
| 30D | +27.8% | +23.5% | +4.2% | +24.0% |
| 3M | +3.0% | +14.0% | -11.0% | +1.0% |
| 6M | +17.5% | +31.1% | -13.6% | +13.2% |
| YTD | +10.0% | +16.6% | -6.6% | +7.0% |
| 1Y | +3.3% | +14.9% | -11.6% | +0.6% |
| 3Y | -10.1% | +56.9% | -67.0% | -15.4% |
| 5Y | -23.7% | +69.7% | -93.4% | -29.7% |
| All | -23.7% | +70.2% | -94.0% | -29.7% |
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