+7.0%
CLX vs IRM
+10.0%
-3.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +13.6% | -5.1% | +18.7% | +13.8% |
| 30D | +29.1% | -3.3% | +32.3% | +29.1% |
| 3M | +1.6% | -8.2% | +9.7% | +1.8% |
| 6M | +18.7% | -12.8% | +31.5% | +19.2% |
| YTD | +11.1% | +36.6% | -25.5% | +4.7% |
| 1Y | +7.0% | +11.9% | -4.9% | +4.3% |
| All | +7.0% | +10.0% | -3.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling