+537.3%
B vs IDXX
+53,734.7%
-53,197.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -1.9% |
| 30D | +6.3% | -11.5% | +17.9% | +7.5% |
| 3M | +12.1% | -9.5% | +21.7% | +13.0% |
| 6M | -3.1% | -16.0% | +12.9% | -1.8% |
| YTD | +2.0% | -25.4% | +27.4% | +4.5% |
| 1Y | +51.7% | -21.8% | +73.5% | +54.6% |
| 3Y | +190.5% | +7.0% | +183.5% | +185.4% |
| 5Y | +158.0% | -26.0% | +183.9% | +158.6% |
| 10Y | +205.5% | +358.9% | -153.4% | +162.8% |
| All | +537.3% | +53,734.7% | -53,197.3% | +371.6% |
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