+126.7%
IEF vs IDXX
+6,797.2%
-6,670.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.3% | -5.7% | +4.4% | -1.5% |
| 30D | -1.7% | -11.5% | +9.8% | -2.0% |
| 3M | -2.5% | -9.5% | +7.0% | -2.7% |
| 6M | -3.3% | -16.0% | +12.7% | -3.6% |
| YTD | -2.8% | -25.4% | +22.6% | -3.4% |
| 1Y | -2.7% | -21.8% | +19.0% | -3.2% |
| 3Y | +8.9% | +7.0% | +1.9% | +9.6% |
| 5Y | -9.4% | -26.0% | +16.5% | -10.1% |
| 10Y | +3.7% | +358.9% | -355.3% | +14.4% |
| All | +126.7% | +6,797.2% | -6,670.4% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling