-35.7%
CLX vs IRM
+192.5%
-228.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.5% | +1.6% | -5.2% | -3.8% |
| 30D | -11.9% | -4.2% | -7.7% | -11.4% |
| 3M | -2.6% | -5.4% | +2.7% | -2.1% |
| 6M | -18.2% | +12.0% | -30.2% | -20.2% |
| YTD | -5.9% | +42.0% | -47.9% | -11.9% |
| 1Y | -23.8% | +29.9% | -53.7% | -27.9% |
| 3Y | -33.6% | +104.4% | -137.9% | -44.2% |
| 5Y | -35.7% | +191.0% | -226.7% | -51.5% |
| All | -35.7% | +192.5% | -228.2% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling