+386.3%
VNQ vs IDXX
+4,045.4%
-3,659.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.3% | -5.7% | +4.5% | +1.1% |
| 30D | -2.6% | -11.5% | +9.0% | +2.2% |
| 3M | -2.0% | -9.5% | +7.5% | +1.5% |
| 6M | +4.3% | -16.0% | +20.3% | +10.8% |
| YTD | +9.2% | -25.4% | +34.6% | +21.3% |
| 1Y | +5.6% | -21.8% | +27.4% | +13.9% |
| 3Y | +30.8% | +7.0% | +23.8% | +17.0% |
| 5Y | +8.0% | -26.0% | +33.9% | +9.1% |
| 10Y | +63.7% | +358.9% | -295.2% | -39.5% |
| All | +386.3% | +4,045.4% | -3,659.1% | -51.9% |
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 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