+83.6%
USB vs IDXX
+547.8%
-464.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +5.7% | +34.1% | -28.4% | -2.3% |
| 3M | -4.7% | +19.8% | -24.5% | -9.5% |
| 6M | +13.4% | +32.1% | -18.7% | +4.8% |
| YTD | +17.0% | +3.9% | +13.1% | +14.5% |
| 1Y | +32.4% | -1.4% | +33.8% | +31.2% |
| 3Y | +101.7% | +63.9% | +37.8% | +69.1% |
| 5Y | +24.4% | +14.2% | +10.2% | +11.3% |
| 10Y | +83.6% | +543.6% | -460.0% | +4.9% |
| All | +83.6% | +547.8% | -464.2% | +4.9% |
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