+40.5%
ALL vs IDXX
-2.6%
+43.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.1% | +2.4% |
| 7D | +7.5% | +24.1% | -16.6% | +4.3% |
| 30D | +19.7% | +32.5% | -12.8% | +15.0% |
| 3M | +2.9% | +18.8% | -15.9% | +0.4% |
| 6M | +23.5% | +24.0% | -0.5% | +19.6% |
| YTD | +31.1% | +3.3% | +27.9% | +29.1% |
| 1Y | +40.5% | -3.3% | +43.7% | +39.1% |
| All | +40.5% | -2.6% | +43.1% | +39.1% |
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