+13.3%
ED vs IDXX
-16.0%
+29.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | -0.2% | -3.5% | +3.3% | -0.3% |
| 30D | -0.1% | -8.4% | +8.3% | -0.5% |
| 3M | +3.9% | -5.2% | +9.1% | +3.7% |
| 6M | -3.0% | -17.5% | +14.4% | -4.1% |
| YTD | +10.7% | -20.9% | +31.5% | +9.1% |
| 1Y | +13.3% | -16.4% | +29.7% | +12.6% |
| All | +13.3% | -16.0% | +29.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling