+755.0%
SW vs IDXX
+1,987.3%
-1,232.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -5.1% | -3.5% | -1.6% | -4.5% |
| 30D | -4.6% | -8.4% | +3.9% | -3.2% |
| 3M | +9.4% | -5.2% | +14.6% | +10.3% |
| 6M | +3.5% | -17.5% | +21.0% | +6.6% |
| YTD | +22.0% | -20.9% | +42.9% | +26.4% |
| 1Y | +2.2% | -16.4% | +18.6% | +4.8% |
| 3Y | +19.6% | +4.7% | +14.9% | +16.6% |
| 5Y | -2.3% | -22.2% | +19.9% | -2.7% |
| 10Y | +181.4% | +369.3% | -187.9% | +123.3% |
| All | +755.0% | +1,987.3% | -1,232.3% | +589.0% |
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 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