-6.7%
IP vs CLX
+7.9%
-14.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.6% |
| 7D | -0.9% | +8.5% | -9.4% | -4.0% |
| 30D | +6.7% | +30.0% | -23.3% | -4.1% |
| 3M | -16.6% | +3.8% | -20.4% | -18.0% |
| 6M | +6.0% | +24.6% | -18.6% | -3.4% |
| YTD | -10.7% | +12.8% | -23.4% | -15.5% |
| 1Y | -6.7% | +8.6% | -15.3% | -9.5% |
| All | -6.7% | +7.9% | -14.6% | -9.5% |
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 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