-7.0%
EIX vs IDXX
+7.6%
-14.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -1.4% | -5.7% | +4.4% | -0.6% |
| 30D | -19.3% | -11.5% | -7.8% | -18.1% |
| 3M | -21.7% | -9.5% | -12.1% | -20.9% |
| 6M | -19.8% | -16.0% | -3.9% | -18.2% |
| YTD | -3.0% | -25.4% | +22.4% | +0.7% |
| 1Y | +5.1% | -21.8% | +26.9% | +8.0% |
| 3Y | -7.0% | +7.0% | -14.0% | -12.7% |
| All | -7.0% | +7.6% | -14.5% | -12.7% |
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