+719.9%
IWD vs IDXX
+7,975.2%
-7,255.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -0.8% | -5.7% | +4.9% | +0.8% |
| 30D | -0.8% | -11.5% | +10.7% | +2.5% |
| 3M | +6.9% | -9.5% | +16.5% | +9.6% |
| 6M | +18.3% | -16.0% | +34.2% | +23.4% |
| YTD | +22.4% | -25.4% | +47.8% | +31.6% |
| 1Y | +27.4% | -21.8% | +49.2% | +34.5% |
| 3Y | +71.2% | +7.0% | +64.1% | +59.9% |
| 5Y | +75.7% | -26.0% | +101.7% | +77.3% |
| 10Y | +202.3% | +358.9% | -156.6% | +71.7% |
| All | +719.9% | +7,975.2% | -7,255.3% | +133.4% |
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