+29.4%
B vs IDXX
-2.6%
+32.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.9% | +4.4% | +7.6% |
| 7D | +1.1% | +24.1% | -23.0% | -2.3% |
| 30D | +0.3% | +32.5% | -32.2% | -4.2% |
| 3M | +5.4% | +18.8% | -13.4% | +2.7% |
| 6M | +5.5% | +24.0% | -18.5% | +1.6% |
| YTD | -6.3% | +3.3% | -9.6% | -4.1% |
| 1Y | +29.4% | -3.3% | +32.6% | +35.3% |
| All | +29.4% | -2.6% | +32.0% | +35.3% |
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