+1,097.3%
XLI vs IDXX
+7,740.0%
-6,642.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -1.7% | -5.7% | +4.1% | -0.2% |
| 30D | -7.3% | -11.5% | +4.3% | -4.4% |
| 3M | -1.3% | -9.5% | +8.2% | +0.9% |
| 6M | +2.2% | -16.0% | +18.2% | +6.3% |
| YTD | +11.7% | -25.4% | +37.1% | +19.6% |
| 1Y | +14.3% | -21.8% | +36.0% | +20.2% |
| 3Y | +70.3% | +7.0% | +63.3% | +60.4% |
| 5Y | +82.3% | -26.0% | +108.3% | +84.3% |
| 10Y | +258.4% | +358.9% | -100.5% | +119.7% |
| All | +1,097.3% | +7,740.0% | -6,642.7% | +301.7% |
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