+184.4%
SW vs IDXX
+532.6%
-348.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +2.2% | +3.7% | -1.5% | +1.4% |
| 30D | +7.4% | +34.5% | -27.1% | +0.7% |
| 3M | -5.9% | +16.9% | -22.9% | -9.3% |
| 6M | +9.0% | +24.4% | -15.4% | +3.7% |
| YTD | +18.1% | +3.0% | +15.1% | +16.5% |
| 1Y | +28.7% | -1.8% | +30.5% | +27.9% |
| 3Y | +48.8% | +62.5% | -13.7% | +31.6% |
| 5Y | +2.5% | +11.9% | -9.5% | -5.6% |
| 10Y | +184.4% | +540.5% | -356.1% | +115.0% |
| All | +184.4% | +532.6% | -348.1% | +115.0% |
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