+83.1%
SPY vs IDXX
-26.5%
+109.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -5.7% | +5.0% | +0.8% |
| 30D | -1.1% | -11.5% | +10.5% | +2.2% |
| 3M | +3.9% | -9.5% | +13.4% | +6.3% |
| 6M | +13.6% | -16.0% | +29.6% | +18.4% |
| YTD | +12.7% | -25.4% | +38.1% | +21.1% |
| 1Y | +17.5% | -21.8% | +39.3% | +24.0% |
| 3Y | +76.9% | +7.0% | +69.9% | +62.1% |
| All | +83.1% | -26.5% | +109.7% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling