-65.8%
ETSY vs IDXX
-26.5%
-39.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -4.9% | -5.7% | +0.8% | -1.7% |
| 30D | -8.6% | -11.5% | +2.9% | -2.3% |
| 3M | +4.8% | -9.5% | +14.3% | +10.1% |
| 6M | +38.1% | -16.0% | +54.0% | +50.7% |
| YTD | +31.2% | -25.4% | +56.6% | +52.8% |
| 1Y | +22.1% | -21.8% | +43.9% | +36.4% |
| 3Y | +12.2% | +7.0% | +5.2% | -8.5% |
| All | -65.8% | -26.5% | -39.2% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling