+452.1%
ASX vs IDXX
+7.6%
+444.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +5.2% | -5.7% | +11.0% | +6.8% |
| 30D | +0.5% | -11.5% | +12.0% | +3.6% |
| 3M | +8.3% | -9.5% | +17.9% | +10.3% |
| 6M | +82.0% | -16.0% | +98.0% | +89.4% |
| YTD | +147.6% | -25.4% | +173.0% | +167.0% |
| 1Y | +258.8% | -21.8% | +280.6% | +279.0% |
| 3Y | +452.1% | +7.0% | +445.0% | +402.8% |
| All | +452.1% | +7.6% | +444.5% | +402.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling