+15.9%
ABNB vs IDXX
+12.4%
+3.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -9.5% | -4.3% | -5.2% | -7.7% |
| 30D | -9.4% | -13.7% | +4.3% | -3.2% |
| 3M | +29.9% | -9.1% | +38.9% | +35.2% |
| 6M | +26.6% | -15.4% | +42.0% | +35.9% |
| YTD | +23.5% | -25.1% | +48.7% | +39.7% |
| 1Y | +35.8% | -20.6% | +56.4% | +48.1% |
| 3Y | +15.0% | +8.7% | +6.2% | -0.3% |
| 5Y | +1.5% | -25.7% | +27.2% | -3.4% |
| All | +15.9% | +12.4% | +3.4% | -6.4% |
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 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