+64.8%
EFA vs IDXX
+7.6%
+57.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -1.5% | -5.7% | +4.2% | -0.6% |
| 30D | -1.7% | -11.5% | +9.9% | +0.3% |
| 3M | +3.5% | -9.5% | +13.0% | +5.0% |
| 6M | +9.5% | -16.0% | +25.4% | +12.3% |
| YTD | +12.9% | -25.4% | +38.3% | +18.0% |
| 1Y | +18.2% | -21.8% | +40.0% | +22.3% |
| 3Y | +64.8% | +7.0% | +57.8% | +54.4% |
| All | +64.8% | +7.6% | +57.3% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling