+3,870.9%
ETR vs IDXX
+53,734.7%
-49,863.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.8% | -5.7% | +3.9% | -1.3% |
| 30D | -1.8% | -11.5% | +9.8% | -0.7% |
| 3M | -3.6% | -9.5% | +6.0% | -2.8% |
| 6M | +2.6% | -16.0% | +18.6% | +4.0% |
| YTD | +16.0% | -25.4% | +41.4% | +18.8% |
| 1Y | +20.1% | -21.8% | +41.9% | +22.3% |
| 3Y | +143.6% | +7.0% | +136.6% | +138.0% |
| 5Y | +124.4% | -26.0% | +150.3% | +124.4% |
| 10Y | +295.4% | +358.9% | -63.6% | +235.5% |
| All | +3,870.9% | +53,734.7% | -49,863.7% | +2,360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling