+689.7%
IYR vs IDXX
+8,445.2%
-7,755.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -1.4% | -5.7% | +4.4% | +0.4% |
| 30D | -2.7% | -11.5% | +8.9% | +1.0% |
| 3M | -2.1% | -9.5% | +7.4% | +0.6% |
| 6M | +3.6% | -16.0% | +19.5% | +8.5% |
| YTD | +8.1% | -25.4% | +33.5% | +17.2% |
| 1Y | +4.7% | -21.8% | +26.5% | +11.1% |
| 3Y | +29.1% | +7.0% | +22.1% | +19.6% |
| 5Y | +6.9% | -26.0% | +32.9% | +8.3% |
| 10Y | +69.0% | +358.9% | -290.0% | -9.7% |
| All | +689.7% | +8,445.2% | -7,755.5% | +110.3% |
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