+7.0%
IDXX vs VSXY
+352.7%
-345.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.6% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -11.5% | -18.7% | +7.1% | -10.0% |
| 3M | -9.5% | -4.0% | -5.6% | -9.4% |
| 6M | -16.0% | +67.5% | -83.4% | -21.4% |
| YTD | -25.4% | +39.7% | -65.1% | -29.1% |
| 1Y | -21.8% | +180.0% | -201.7% | -31.8% |
| 3Y | +7.0% | +337.3% | -330.2% | -15.8% |
| All | +7.0% | +352.7% | -345.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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