+12.8%
EFA vs IDXX
-7.4%
+20.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.3% |
| 7D | -1.6% | +16.4% | -18.0% | -3.3% |
| 30D | -1.5% | +30.1% | -31.6% | -5.1% |
| 3M | -4.4% | +14.7% | -19.1% | -5.8% |
| 6M | +2.2% | +19.1% | -16.9% | -0.2% |
| YTD | +8.6% | -0.9% | +9.5% | +10.1% |
| 1Y | +12.8% | -6.9% | +19.7% | +15.5% |
| All | +12.8% | -7.4% | +20.2% | +15.5% |
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