+6,210.5%
EW vs IDXX
+7,545.7%
-1,335.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -3.4% | -4.3% | +0.9% | -2.0% |
| 30D | -7.4% | -13.7% | +6.3% | -3.0% |
| 3M | +0.9% | -9.1% | +10.0% | +3.8% |
| 6M | +1.2% | -15.4% | +16.6% | +6.3% |
| YTD | +1.8% | -25.1% | +26.9% | +10.8% |
| 1Y | +10.8% | -20.6% | +31.4% | +17.7% |
| 3Y | +17.1% | +8.7% | +8.4% | +8.6% |
| 5Y | -28.2% | -25.7% | -2.5% | -26.2% |
| 10Y | +127.1% | +360.6% | -233.5% | +37.4% |
| All | +6,210.5% | +7,545.7% | -1,335.2% | +2,104.1% |
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