+7,916.2%
USB vs IDXX
+57,007.2%
-49,091.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.4% |
| 7D | +1.4% | -3.5% | +5.0% | +2.0% |
| 30D | -1.3% | -8.4% | +7.1% | 0.0% |
| 3M | +15.2% | -5.2% | +20.4% | +16.0% |
| 6M | +18.8% | -17.5% | +36.3% | +22.2% |
| YTD | +21.0% | -20.9% | +41.9% | +25.2% |
| 1Y | +34.0% | -16.4% | +50.4% | +37.0% |
| 3Y | +95.3% | +4.7% | +90.6% | +89.9% |
| 5Y | +40.4% | -22.2% | +62.6% | +40.7% |
| 10Y | +107.3% | +369.3% | -261.9% | +55.9% |
| All | +7,916.2% | +57,007.2% | -49,091.0% | +4,147.1% |
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