+337.2%
IP vs CLX
+2,588.1%
-2,250.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | -0.2% |
| 7D | +3.4% | +14.2% | -10.8% | -0.8% |
| 30D | +11.2% | +22.7% | -11.4% | +4.4% |
| 3M | -14.8% | -2.8% | -12.0% | -14.2% |
| 6M | +17.3% | +17.7% | -0.4% | +11.1% |
| YTD | -6.2% | +3.3% | -9.5% | -7.8% |
| 1Y | +2.3% | -5.6% | +8.0% | +3.3% |
| 3Y | +17.7% | -11.0% | +28.7% | +19.7% |
| 5Y | -8.4% | -27.6% | +19.2% | -3.1% |
| 10Y | +32.1% | +19.2% | +12.8% | +14.4% |
| All | +337.2% | +2,588.1% | -2,250.9% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling