-14.6%
IP vs CLX
-21.9%
+7.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.4% |
| 7D | -0.9% | +8.5% | -9.4% | -3.3% |
| 30D | +6.7% | +30.0% | -23.3% | -1.4% |
| 3M | -16.6% | +3.8% | -20.4% | -17.7% |
| 6M | +6.0% | +24.6% | -18.6% | -1.0% |
| YTD | -10.7% | +12.8% | -23.4% | -14.2% |
| 1Y | -6.7% | +8.6% | -15.3% | -9.5% |
| 3Y | +17.1% | -8.6% | +25.8% | +18.4% |
| 5Y | -14.6% | -21.8% | +7.2% | -13.1% |
| All | -14.6% | -21.9% | +7.3% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling