+10.3%
CLX vs IRM
+20.8%
-10.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | +9.5% | +6.8% | +2.7% | +9.0% |
| 30D | +30.7% | +2.6% | +28.1% | +30.2% |
| 3M | +4.2% | -9.5% | +13.7% | +4.5% |
| 6M | +22.1% | -8.5% | +30.6% | +22.1% |
| YTD | +14.1% | +40.3% | -26.2% | +6.6% |
| 1Y | +10.3% | +28.7% | -18.4% | +4.5% |
| All | +10.3% | +20.8% | -10.5% | +4.5% |
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