-2.0%
IEF vs IDXX
-2.6%
+0.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | +0.9% | +24.1% | -23.2% | +0.3% |
| 30D | +3.1% | +32.5% | -29.5% | +2.1% |
| 3M | -1.4% | +18.8% | -20.1% | -1.8% |
| 6M | -1.6% | +24.0% | -25.6% | -2.3% |
| YTD | -2.1% | +3.3% | -5.4% | -2.2% |
| 1Y | -2.0% | -3.3% | +1.3% | -1.8% |
| All | -2.0% | -2.6% | +0.6% | -1.8% |
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