+5.4%
IYR vs CLX
-20.8%
+26.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +0.6% | +9.5% | -8.9% | -1.5% |
| 30D | +6.6% | +30.7% | -24.1% | +0.3% |
| 3M | -1.8% | +4.2% | -6.1% | -3.0% |
| 6M | +1.4% | +22.1% | -20.7% | -3.5% |
| YTD | +10.5% | +14.1% | -3.5% | +6.2% |
| 1Y | +10.6% | +10.3% | +0.3% | +7.0% |
| 3Y | +41.8% | -7.8% | +49.6% | +42.4% |
| All | +5.4% | -20.8% | +26.3% | +6.0% |
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