+135.9%
XLU vs IDXX
+360.5%
-224.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -5.7% | +4.1% | -0.5% |
| 30D | -3.3% | -11.5% | +8.2% | -1.1% |
| 3M | -3.2% | -9.5% | +6.4% | -1.6% |
| 6M | -7.0% | -16.0% | +9.0% | -4.4% |
| YTD | +0.6% | -25.4% | +26.0% | +5.7% |
| 1Y | +2.4% | -21.8% | +24.2% | +6.1% |
| 3Y | +46.3% | +7.0% | +39.2% | +38.1% |
| 5Y | +44.0% | -26.0% | +69.9% | +44.6% |
| All | +135.9% | +360.5% | -224.6% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling