+507.5%
XYZ vs IDXX
+651.1%
-143.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.1% |
| 7D | -3.7% | -4.4% | +0.7% | -0.3% |
| 30D | +0.5% | -13.5% | +14.1% | +12.3% |
| 3M | +16.3% | -11.0% | +27.3% | +26.3% |
| 6M | +21.1% | -15.6% | +36.8% | +36.6% |
| YTD | +22.0% | -23.9% | +45.8% | +48.9% |
| 1Y | +5.2% | -21.4% | +26.6% | +22.5% |
| 3Y | +49.6% | +10.6% | +39.0% | +17.5% |
| 5Y | -68.4% | -23.9% | -44.6% | -65.5% |
| 10Y | +604.5% | +368.4% | +236.1% | +170.6% |
| All | +507.5% | +651.1% | -143.6% | +104.9% |
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