+586.2%
EWT vs IDXX
+8,872.4%
-8,286.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.1% | -5.7% | +4.6% | +0.6% |
| 30D | +4.5% | -11.5% | +16.0% | +8.2% |
| 3M | +8.3% | -9.5% | +17.8% | +10.8% |
| 6M | +54.2% | -16.0% | +70.2% | +61.2% |
| YTD | +74.6% | -25.4% | +100.0% | +88.7% |
| 1Y | +84.9% | -21.8% | +106.7% | +95.9% |
| 3Y | +197.5% | +7.0% | +190.5% | +177.2% |
| 5Y | +150.6% | -26.0% | +176.5% | +153.6% |
| 10Y | +516.1% | +358.9% | +157.1% | +237.9% |
| All | +586.2% | +8,872.4% | -8,286.2% | +75.9% |
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