-5.5%
IP vs CLX
+6.9%
-12.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -2.8% | +7.8% | -10.5% | -5.6% |
| 30D | +9.2% | +28.5% | -19.3% | -1.4% |
| 3M | -16.1% | +1.3% | -17.5% | -16.8% |
| 6M | +9.6% | +23.4% | -13.8% | +0.3% |
| YTD | -8.8% | +11.4% | -20.1% | -13.4% |
| 1Y | -5.5% | +6.9% | -12.4% | -7.7% |
| All | -5.5% | +6.9% | -12.5% | -7.7% |
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