+7.0%
IDXX vs XHB
+23.1%
-16.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | -5.7% | -4.6% | -1.1% | -3.5% |
| 30D | -11.5% | -9.1% | -2.4% | -7.2% |
| 3M | -9.5% | -8.6% | -1.0% | -5.7% |
| 6M | -16.0% | -4.0% | -11.9% | -14.9% |
| YTD | -25.4% | -3.9% | -21.5% | -24.6% |
| 1Y | -21.8% | -16.5% | -5.3% | -15.0% |
| 3Y | +7.0% | +22.6% | -15.5% | -12.7% |
| All | +7.0% | +23.1% | -16.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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