+9.1%
XLF vs IDXX
-16.0%
+25.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | 0.0% | -3.5% | +3.5% | +0.6% |
| 30D | +0.2% | -8.4% | +8.6% | +1.7% |
| 3M | +11.7% | -5.2% | +16.9% | +12.5% |
| 6M | +13.8% | -17.5% | +31.3% | +16.8% |
| YTD | +7.0% | -20.9% | +27.9% | +10.3% |
| 1Y | +9.1% | -16.4% | +25.5% | +12.3% |
| All | +9.1% | -16.0% | +25.2% | +12.3% |
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