+902.8%
CLX vs IRM
+9,964.6%
-9,061.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -9.2% | -0.5% | -8.8% | -9.2% |
| 30D | -11.0% | -8.1% | -3.0% | -9.9% |
| 3M | +5.0% | -9.7% | +14.7% | +6.5% |
| 6M | -18.8% | +10.0% | -28.8% | -20.5% |
| YTD | -4.4% | +43.0% | -47.4% | -10.5% |
| 1Y | -21.9% | +32.7% | -54.5% | -26.1% |
| 3Y | -32.8% | +102.7% | -135.5% | -41.6% |
| 5Y | -34.6% | +187.6% | -222.1% | -46.9% |
| 10Y | -4.7% | +420.1% | -424.8% | -31.8% |
| All | +902.8% | +9,964.6% | -9,061.8% | +407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling