+318.0%
SPYM vs IDXX
+360.5%
-42.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.8% | -5.7% | +4.9% | +1.1% |
| 30D | -1.1% | -11.5% | +10.5% | +2.7% |
| 3M | +3.9% | -9.5% | +13.4% | +6.8% |
| 6M | +13.6% | -16.0% | +29.6% | +19.2% |
| YTD | +12.7% | -25.4% | +38.1% | +22.6% |
| 1Y | +17.6% | -21.8% | +39.4% | +25.1% |
| 3Y | +77.2% | +7.0% | +70.2% | +61.9% |
| 5Y | +84.1% | -26.0% | +110.1% | +86.6% |
| All | +318.0% | +360.5% | -42.4% | +129.1% |
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