+159.8%
XLB vs IDXX
+360.5%
-200.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.8% | -5.7% | +2.9% | -1.2% |
| 30D | -3.1% | -11.5% | +8.4% | +0.3% |
| 3M | -0.2% | -9.5% | +9.4% | +2.5% |
| 6M | +3.1% | -16.0% | +19.0% | +7.7% |
| YTD | +13.3% | -25.4% | +38.7% | +22.2% |
| 1Y | +12.0% | -21.8% | +33.8% | +18.6% |
| 3Y | +31.4% | +7.0% | +24.4% | +21.7% |
| 5Y | +33.9% | -26.0% | +59.9% | +34.9% |
| All | +159.8% | +360.5% | -200.7% | +52.2% |
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