+49.9%
XLE vs IDXX
-2.6%
+52.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.7% | -4.1% |
| 7D | -7.2% | +24.1% | -31.3% | -3.6% |
| 30D | +0.1% | +32.5% | -32.4% | +4.9% |
| 3M | +9.2% | +18.8% | -9.6% | +12.8% |
| 6M | +8.4% | +24.0% | -15.7% | +12.9% |
| YTD | +44.9% | +3.3% | +41.6% | +50.0% |
| 1Y | +49.9% | -3.3% | +53.1% | +54.5% |
| All | +49.9% | -2.6% | +52.5% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling