+105.9%
USB vs IDXX
+362.2%
-256.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -1.8% | -4.3% | +2.5% | -0.7% |
| 30D | -2.9% | -13.7% | +10.7% | +0.6% |
| 3M | +10.8% | -9.1% | +19.8% | +13.2% |
| 6M | +22.4% | -15.4% | +37.8% | +27.0% |
| YTD | +19.2% | -25.1% | +44.3% | +27.3% |
| 1Y | +31.9% | -20.6% | +52.5% | +38.2% |
| 3Y | +97.5% | +8.7% | +88.7% | +84.9% |
| 5Y | +40.0% | -25.7% | +65.7% | +40.0% |
| All | +105.9% | +362.2% | -256.3% | +25.6% |
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