+89.4%
EWZ vs IDXX
+360.5%
-271.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.9% | -5.7% | +6.6% | +2.5% |
| 30D | +12.8% | -11.5% | +24.3% | +16.4% |
| 3M | +10.8% | -9.5% | +20.3% | +13.2% |
| 6M | +2.5% | -16.0% | +18.5% | +6.8% |
| YTD | +21.4% | -25.4% | +46.8% | +30.3% |
| 1Y | +32.8% | -21.8% | +54.6% | +39.9% |
| 3Y | +45.2% | +7.0% | +38.2% | +33.9% |
| 5Y | +63.0% | -26.0% | +88.9% | +67.5% |
| All | +89.4% | +360.5% | -271.1% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling