+19.2%
ETR vs IDXX
-2.6%
+21.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.8% |
| 7D | +3.7% | +24.1% | -20.4% | +4.2% |
| 30D | +11.0% | +32.5% | -21.5% | +11.8% |
| 3M | +3.4% | +18.8% | -15.4% | +3.9% |
| 6M | -3.3% | +24.0% | -27.3% | -2.7% |
| YTD | +23.3% | +3.3% | +20.0% | +26.0% |
| 1Y | +19.2% | -3.3% | +22.4% | +22.7% |
| All | +19.2% | -2.6% | +21.8% | +22.7% |
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 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