+356.7%
IP vs CLX
+2,386.6%
-2,029.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | -5.3% | -9.2% | +4.0% | -2.4% |
| 30D | -10.9% | -11.0% | +0.2% | -7.6% |
| 3M | +11.2% | +5.0% | +6.1% | +9.3% |
| 6M | -10.2% | -18.8% | +8.6% | -4.9% |
| YTD | -2.0% | -4.4% | +2.4% | -1.2% |
| 1Y | -19.1% | -21.9% | +2.8% | -13.5% |
| 3Y | +20.9% | -32.8% | +53.6% | +33.7% |
| 5Y | -17.8% | -34.6% | +16.7% | -10.2% |
| 10Y | +23.5% | -4.7% | +28.2% | +15.0% |
| All | +356.7% | +2,386.6% | -2,029.9% | +74.6% |
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