+722.5%
SW vs IDXX
+2,535.6%
-1,813.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.3% | +22.6% | -20.3% | -1.3% |
| 30D | +6.8% | +33.4% | -26.6% | +1.5% |
| 3M | -5.2% | +14.6% | -19.8% | -7.7% |
| 6M | +7.4% | +16.7% | -9.3% | +4.3% |
| YTD | +17.4% | -0.1% | +17.5% | +16.7% |
| 1Y | +27.1% | -5.3% | +32.4% | +27.3% |
| 3Y | +47.9% | +59.8% | -12.0% | +34.8% |
| 5Y | -2.6% | +6.1% | -8.6% | -7.8% |
| 10Y | +182.7% | +536.5% | -353.8% | +113.8% |
| All | +722.5% | +2,535.6% | -1,813.1% | +535.7% |
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