-38.9%
CLX vs IFF
-35.8%
-3.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -5.7% | -3.2% | -2.5% | -5.1% |
| 30D | -17.0% | -0.3% | -16.7% | -17.0% |
| 3M | -9.7% | +8.4% | -18.1% | -11.2% |
| 6M | -19.8% | +23.0% | -42.9% | -23.2% |
| YTD | -9.8% | +25.5% | -35.3% | -13.9% |
| 1Y | -26.2% | +29.1% | -55.2% | -29.9% |
| 3Y | -36.2% | +31.7% | -67.8% | -40.1% |
| All | -38.9% | -35.8% | -3.1% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling