-35.5%
CLX vs IFF
+29.7%
-65.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -5.9% | -2.8% | -3.1% | -5.1% |
| 30D | -17.0% | -1.1% | -15.9% | -16.8% |
| 3M | -9.6% | +13.8% | -23.4% | -12.8% |
| 6M | -21.5% | +16.7% | -38.2% | -25.2% |
| YTD | -8.8% | +26.1% | -34.9% | -14.6% |
| 1Y | -24.7% | +33.5% | -58.2% | -30.4% |
| All | -35.5% | +29.7% | -65.1% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling