+316.3%
SLV vs IDXX
+2,422.9%
-2,106.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -5.0% |
| 7D | -5.0% | -4.3% | -0.7% | -4.4% |
| 30D | -1.8% | -13.7% | +11.9% | +0.5% |
| 3M | -0.3% | -9.1% | +8.8% | +1.0% |
| 6M | -28.2% | -15.4% | -12.8% | -26.5% |
| YTD | -10.7% | -25.1% | +14.4% | -6.7% |
| 1Y | +53.7% | -20.6% | +74.3% | +58.6% |
| 3Y | +173.7% | +8.7% | +164.9% | +162.4% |
| 5Y | +161.5% | -25.7% | +187.2% | +162.3% |
| 10Y | +217.5% | +360.6% | -143.1% | +122.3% |
| All | +316.3% | +2,422.9% | -2,106.6% | +90.8% |
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