+700.6%
IYR vs CLX
+335.4%
+365.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.2% | -9.2% | +8.0% | +2.0% |
| 30D | -2.9% | -11.0% | +8.2% | +1.0% |
| 3M | +0.8% | +5.0% | -4.2% | -1.4% |
| 6M | +1.9% | -18.8% | +20.7% | +8.3% |
| YTD | +9.6% | -4.4% | +14.0% | +9.8% |
| 1Y | +8.1% | -21.9% | +29.9% | +15.9% |
| 3Y | +29.2% | -32.8% | +62.0% | +44.2% |
| 5Y | +4.3% | -34.6% | +38.8% | +14.4% |
| 10Y | +64.7% | -4.7% | +69.4% | +45.1% |
| All | +700.6% | +335.4% | +365.2% | +324.4% |
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