+114.3%
ALL vs IDXX
-26.5%
+140.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -2.3% | -5.7% | +3.5% | -1.5% |
| 30D | -0.4% | -11.5% | +11.1% | +1.1% |
| 3M | +16.0% | -9.5% | +25.6% | +17.4% |
| 6M | +24.6% | -16.0% | +40.5% | +27.0% |
| YTD | +23.7% | -25.4% | +49.1% | +27.7% |
| 1Y | +27.7% | -21.8% | +49.5% | +30.9% |
| 3Y | +150.2% | +7.0% | +143.2% | +139.7% |
| All | +114.3% | -26.5% | +140.8% | +95.9% |
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 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