-0.9%
XRT vs IDXX
-26.5%
+25.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -3.2% | -5.7% | +2.5% | -1.0% |
| 30D | -4.5% | -11.5% | +7.1% | 0.0% |
| 3M | -3.1% | -9.5% | +6.5% | +0.4% |
| 6M | +4.2% | -16.0% | +20.2% | +10.7% |
| YTD | -0.1% | -25.4% | +25.3% | +10.6% |
| 1Y | -3.0% | -21.8% | +18.7% | +4.7% |
| 3Y | +41.8% | +7.0% | +34.8% | +27.4% |
| All | -0.9% | -26.5% | +25.6% | -7.5% |
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