+2.6%
IAU vs IDXX
-7.4%
+10.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.3% |
| 7D | +1.9% | +16.4% | -14.6% | +0.1% |
| 30D | -1.7% | +30.1% | -31.9% | -4.9% |
| 3M | -3.6% | +14.7% | -18.3% | -5.0% |
| 6M | -10.1% | +19.1% | -29.3% | -12.1% |
| YTD | -5.1% | -0.9% | -4.3% | -5.1% |
| 1Y | +2.6% | -6.9% | +9.5% | +3.2% |
| All | +2.6% | -7.4% | +10.0% | +3.2% |
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