+25.4%
IP vs CLX
+19.1%
+6.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -5.0% | +12.4% | -17.4% | -7.9% |
| 30D | +6.5% | +21.1% | -14.6% | +1.2% |
| 3M | -18.0% | -3.3% | -14.7% | -17.5% |
| 6M | +10.3% | +18.8% | -8.5% | +5.2% |
| YTD | -9.9% | +3.9% | -13.8% | -11.2% |
| 1Y | -1.1% | -3.8% | +2.8% | -0.7% |
| 3Y | +13.0% | -10.5% | +23.5% | +14.9% |
| 5Y | -12.3% | -26.7% | +14.4% | -8.3% |
| All | +25.4% | +19.1% | +6.4% | +15.1% |
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