+39.8%
IJR vs CLX
-38.5%
+78.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -2.2% | -5.7% | +3.5% | -1.2% |
| 30D | -4.6% | -17.0% | +12.4% | -1.5% |
| 3M | +0.2% | -9.7% | +9.9% | +1.8% |
| 6M | +14.7% | -19.8% | +34.6% | +18.8% |
| YTD | +18.9% | -9.8% | +28.7% | +20.2% |
| 1Y | +19.9% | -26.2% | +46.1% | +25.8% |
| 3Y | +53.0% | -36.2% | +89.2% | +63.4% |
| All | +39.8% | -38.5% | +78.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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