+64.3%
XLF vs IDXX
-26.5%
+90.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -1.5% | -5.7% | +4.3% | -0.2% |
| 30D | -1.2% | -11.5% | +10.4% | +1.5% |
| 3M | +9.2% | -9.5% | +18.7% | +11.4% |
| 6M | +16.3% | -16.0% | +32.3% | +20.4% |
| YTD | +5.4% | -25.4% | +30.8% | +12.0% |
| 1Y | +7.6% | -21.8% | +29.4% | +12.6% |
| 3Y | +74.2% | +7.0% | +67.2% | +62.7% |
| All | +64.3% | -26.5% | +90.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling