+26.5%
IP vs CLX
+19.4%
+7.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -5.1% | +13.6% | -18.7% | -8.3% |
| 30D | +8.5% | +23.4% | -14.8% | +2.6% |
| 3M | -13.8% | -2.8% | -11.0% | -13.4% |
| 6M | +5.7% | +14.0% | -8.2% | +1.9% |
| YTD | -9.1% | +4.2% | -13.3% | -10.5% |
| 1Y | -0.8% | -1.2% | +0.3% | -1.1% |
| 3Y | +14.8% | -12.7% | +27.5% | +17.3% |
| 5Y | -11.5% | -26.5% | +15.0% | -7.6% |
| All | +26.5% | +19.4% | +7.1% | +16.0% |
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