+3,601.6%
ALL vs IDXX
+20,417.7%
-16,816.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -4.3% | -4.3% | 0.0% | -3.6% |
| 30D | -3.6% | -13.7% | +10.1% | -1.2% |
| 3M | +13.2% | -9.1% | +22.3% | +14.9% |
| 6M | +22.5% | -15.4% | +37.9% | +25.6% |
| YTD | +22.7% | -25.1% | +47.9% | +28.3% |
| 1Y | +28.3% | -20.6% | +48.9% | +32.4% |
| 3Y | +152.0% | +8.7% | +143.3% | +140.8% |
| 5Y | +115.4% | -25.7% | +141.1% | +115.6% |
| 10Y | +361.5% | +360.6% | +0.9% | +231.3% |
| All | +3,601.6% | +20,417.7% | -16,816.1% | +1,594.9% |
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