+41.8%
IYR vs CLX
-6.4%
+48.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +0.6% | +9.5% | -8.9% | -1.6% |
| 30D | +6.6% | +30.7% | -24.1% | 0.0% |
| 3M | -1.8% | +4.2% | -6.1% | -3.1% |
| 6M | +1.4% | +22.1% | -20.7% | -3.8% |
| YTD | +10.5% | +14.1% | -3.5% | +5.7% |
| 1Y | +10.6% | +10.3% | +0.3% | +6.7% |
| 3Y | +41.8% | -7.8% | +49.6% | +41.5% |
| All | +41.8% | -6.4% | +48.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling