-29.3%
EW vs IDXX
-26.5%
-2.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -6.2% | -5.7% | -0.4% | -4.1% |
| 30D | -9.3% | -11.5% | +2.2% | -5.2% |
| 3M | -1.6% | -9.5% | +7.9% | +1.8% |
| 6M | -0.8% | -16.0% | +15.1% | +5.2% |
| YTD | -1.0% | -25.4% | +24.4% | +9.3% |
| 1Y | +8.2% | -21.8% | +29.9% | +16.5% |
| 3Y | +12.7% | +7.0% | +5.6% | +0.7% |
| All | -29.3% | -26.5% | -2.8% | -26.7% |
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 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