+435.5%
EWZ vs IDXX
+9,712.4%
-9,276.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.1% | -4.4% | +4.4% | +1.5% |
| 30D | +8.2% | -13.5% | +21.7% | +13.7% |
| 3M | +13.3% | -11.0% | +24.3% | +17.2% |
| 6M | +3.6% | -15.6% | +19.2% | +8.9% |
| YTD | +21.0% | -23.9% | +44.8% | +31.5% |
| 1Y | +34.7% | -21.4% | +56.1% | +43.6% |
| 3Y | +48.3% | +10.6% | +37.7% | +32.9% |
| 5Y | +60.1% | -23.9% | +83.9% | +58.3% |
| 10Y | +92.6% | +368.4% | -275.9% | -13.5% |
| All | +435.5% | +9,712.4% | -9,276.9% | -5.0% |
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 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