-0.8%
IP vs CLX
-3.5%
+2.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -5.1% | +13.6% | -18.7% | -9.9% |
| 30D | +8.5% | +23.4% | -14.8% | -0.5% |
| 3M | -13.8% | -2.8% | -11.0% | -13.1% |
| 6M | +5.7% | +14.0% | -8.2% | -0.2% |
| YTD | -9.1% | +4.2% | -13.3% | -11.5% |
| 1Y | -0.8% | -1.2% | +0.3% | +0.4% |
| All | -0.8% | -3.5% | +2.7% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling