+148.7%
EWY vs IDXX
-26.5%
+175.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -0.1% | -5.7% | +5.7% | +1.5% |
| 30D | +7.3% | -11.5% | +18.9% | +10.8% |
| 3M | -5.1% | -9.5% | +4.4% | -3.2% |
| 6M | +42.1% | -16.0% | +58.0% | +48.1% |
| YTD | +94.1% | -25.4% | +119.5% | +109.1% |
| 1Y | +147.8% | -21.8% | +169.6% | +162.5% |
| 3Y | +222.9% | +7.0% | +215.9% | +201.4% |
| All | +148.7% | -26.5% | +175.3% | +135.9% |
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 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