+166.4%
IWM vs IDXX
+360.5%
-194.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -0.4% |
| 30D | -4.6% | -11.5% | +7.0% | -0.5% |
| 3M | -0.3% | -9.5% | +9.3% | +2.8% |
| 6M | +14.7% | -16.0% | +30.7% | +21.0% |
| YTD | +17.8% | -25.4% | +43.2% | +29.4% |
| 1Y | +21.2% | -21.8% | +43.0% | +30.0% |
| 3Y | +62.3% | +7.0% | +55.3% | +48.6% |
| 5Y | +38.7% | -26.0% | +64.7% | +40.7% |
| All | +166.4% | +360.5% | -194.1% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling