-1.4%
CLX vs IRM
+418.7%
-420.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | -4.9% | +3.0% | -8.0% | -5.4% |
| 30D | -15.8% | -5.2% | -10.6% | -15.1% |
| 3M | -7.9% | -8.0% | +0.1% | -6.8% |
| 6M | -19.0% | +9.2% | -28.2% | -20.9% |
| YTD | -7.9% | +41.0% | -48.9% | -14.4% |
| 1Y | -25.4% | +23.3% | -48.6% | -29.1% |
| 3Y | -35.0% | +102.8% | -137.9% | -45.4% |
| 5Y | -36.8% | +192.8% | -229.5% | -51.5% |
| 10Y | -1.4% | +439.6% | -441.1% | -37.1% |
| All | -1.4% | +418.7% | -420.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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