-24.7%
CLX vs IRM
+20.9%
-45.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -5.9% | -1.8% | -4.0% | -5.8% |
| 30D | -17.0% | -7.8% | -9.3% | -16.8% |
| 3M | -9.6% | -7.9% | -1.7% | -9.4% |
| 6M | -21.5% | +6.3% | -27.9% | -23.0% |
| YTD | -8.8% | +38.2% | -47.0% | -12.3% |
| 1Y | -24.7% | +19.8% | -44.5% | -26.3% |
| All | -24.7% | +20.9% | -45.6% | -26.3% |
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