-10.1%
CLX vs IRM
+104.5%
-114.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.5% | +5.2% |
| 7D | +17.4% | -3.8% | +21.1% | +17.7% |
| 30D | +27.8% | -3.2% | +31.0% | +28.0% |
| 3M | +3.0% | -7.8% | +10.8% | +3.6% |
| 6M | +17.5% | -12.7% | +30.2% | +18.6% |
| YTD | +10.0% | +36.7% | -26.7% | +4.9% |
| 1Y | +3.3% | +10.0% | -6.8% | +0.9% |
| 3Y | -10.1% | +107.2% | -117.4% | -25.9% |
| All | -10.1% | +104.5% | -114.6% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling