+1,046.7%
XLE vs IDXX
+7,902.3%
-6,855.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +0.3% | -4.4% | +4.7% | +1.3% |
| 30D | +8.5% | -13.5% | +22.1% | +12.0% |
| 3M | +14.6% | -11.0% | +25.6% | +17.2% |
| 6M | +17.6% | -15.6% | +33.2% | +21.1% |
| YTD | +48.1% | -23.9% | +71.9% | +55.9% |
| 1Y | +53.8% | -21.4% | +75.2% | +59.8% |
| 3Y | +56.2% | +10.6% | +45.6% | +45.2% |
| 5Y | +227.7% | -23.9% | +251.6% | +224.0% |
| 10Y | +181.3% | +368.4% | -187.1% | +67.1% |
| All | +1,046.7% | +7,902.3% | -6,855.6% | +293.9% |
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