+620.6%
MSCI vs IDXX
+360.5%
+260.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | -3.2% | -5.7% | +2.5% | -0.4% |
| 30D | -1.1% | -11.5% | +10.4% | +4.8% |
| 3M | -6.3% | -9.5% | +3.2% | -2.1% |
| 6M | +2.1% | -16.0% | +18.1% | +10.1% |
| YTD | -2.3% | -25.4% | +23.1% | +11.2% |
| 1Y | -3.9% | -21.8% | +17.9% | +5.1% |
| 3Y | +7.5% | +7.0% | +0.4% | -8.6% |
| 5Y | -9.8% | -26.0% | +16.2% | -6.3% |
| All | +620.6% | +360.5% | +260.1% | +191.6% |
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