+45.2%
EWZ vs IDXX
+7.6%
+37.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.9% | -5.7% | +6.6% | +1.7% |
| 30D | +12.8% | -11.5% | +24.3% | +14.7% |
| 3M | +10.8% | -9.5% | +20.3% | +12.0% |
| 6M | +2.5% | -16.0% | +18.5% | +4.8% |
| YTD | +21.4% | -25.4% | +46.8% | +26.0% |
| 1Y | +32.8% | -21.8% | +54.6% | +36.5% |
| 3Y | +45.2% | +7.0% | +38.2% | +37.0% |
| All | +45.2% | +7.6% | +37.6% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling