+62.4%
EWY vs IDXX
-2.6%
+65.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.3% |
| 7D | -8.3% | +24.1% | -32.4% | -10.5% |
| 30D | -20.5% | +32.5% | -53.1% | -23.7% |
| 3M | -11.1% | +18.8% | -29.9% | -12.0% |
| 6M | -7.0% | +24.0% | -31.1% | -9.8% |
| YTD | +56.5% | +3.3% | +53.2% | +65.1% |
| 1Y | +62.4% | -3.3% | +65.7% | +72.8% |
| All | +62.4% | -2.6% | +65.1% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling