+39.2%
XLK vs IDXX
-20.8%
+60.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.2% | -5.7% | +5.9% | +0.9% |
| 30D | -0.6% | -11.5% | +10.9% | +0.7% |
| 3M | +2.6% | -9.5% | +12.1% | +3.5% |
| 6M | +34.0% | -16.0% | +49.9% | +37.0% |
| YTD | +30.7% | -25.4% | +56.1% | +36.3% |
| 1Y | +39.2% | -21.8% | +61.0% | +44.4% |
| All | +39.2% | -20.8% | +60.0% | +44.4% |
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