+2,623.0%
IDXX vs XME
+227.9%
+2,395.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.7% | -4.2% | -1.5% | -4.5% |
| 30D | -11.5% | -2.7% | -8.8% | -11.0% |
| 3M | -9.5% | -3.9% | -5.6% | -9.0% |
| 6M | -16.0% | -1.0% | -15.0% | -16.8% |
| YTD | -25.4% | +9.8% | -35.2% | -28.8% |
| 1Y | -21.8% | +32.5% | -54.3% | -30.0% |
| 3Y | +7.0% | +124.3% | -117.3% | -19.6% |
| 5Y | -26.0% | +165.8% | -191.8% | -47.8% |
| 10Y | +358.9% | +411.8% | -52.9% | +148.5% |
| All | +2,623.0% | +227.9% | +2,395.0% | +1,217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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