+26.8%
IP vs CLX
+26.7%
+0.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.4% |
| 7D | -3.0% | +17.4% | -20.4% | -7.1% |
| 30D | +10.6% | +27.8% | -17.1% | +3.6% |
| 3M | -13.6% | +3.0% | -16.6% | -14.4% |
| 6M | +10.4% | +17.5% | -7.1% | +5.5% |
| YTD | -6.5% | +10.0% | -16.5% | -9.2% |
| 1Y | -2.1% | +3.3% | -5.4% | -3.6% |
| 3Y | +22.0% | -10.1% | +32.1% | +23.6% |
| 5Y | -9.7% | -23.7% | +14.0% | -6.7% |
| 10Y | +26.8% | +24.9% | +1.9% | +14.4% |
| All | +26.8% | +26.7% | +0.1% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling