+62.3%
IWM vs IDXX
+7.6%
+54.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -0.9% |
| 30D | -4.6% | -11.5% | +7.0% | -1.5% |
| 3M | -0.3% | -9.5% | +9.3% | +2.0% |
| 6M | +14.7% | -16.0% | +30.7% | +19.5% |
| YTD | +17.8% | -25.4% | +43.2% | +26.6% |
| 1Y | +21.2% | -21.8% | +43.0% | +28.0% |
| 3Y | +62.3% | +7.0% | +55.3% | +45.7% |
| All | +62.3% | +7.6% | +54.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling