+177.8%
XLE vs IDXX
+360.5%
-182.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.7% | -5.7% | +7.4% | +2.7% |
| 30D | +6.7% | -11.5% | +18.3% | +9.0% |
| 3M | +14.9% | -9.5% | +24.4% | +16.6% |
| 6M | +15.9% | -16.0% | +31.9% | +18.8% |
| YTD | +47.7% | -25.4% | +73.1% | +54.6% |
| 1Y | +50.7% | -21.8% | +72.5% | +55.6% |
| 3Y | +57.9% | +7.0% | +50.8% | +48.1% |
| 5Y | +227.0% | -26.0% | +253.0% | +227.6% |
| All | +177.8% | +360.5% | -182.7% | +61.5% |
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 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