+74.6%
BND vs IDXX
+2,189.1%
-2,114.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.0% | -5.7% | +4.7% | -0.9% |
| 30D | -1.1% | -11.5% | +10.4% | -1.0% |
| 3M | -1.9% | -9.5% | +7.7% | -1.8% |
| 6M | -1.6% | -16.0% | +14.3% | -1.5% |
| YTD | -1.2% | -25.4% | +24.2% | -1.0% |
| 1Y | -0.7% | -21.8% | +21.0% | -0.5% |
| 3Y | +12.5% | +7.0% | +5.5% | +12.2% |
| 5Y | -2.5% | -26.0% | +23.4% | -3.0% |
| 10Y | +14.9% | +358.9% | -344.1% | +15.9% |
| All | +74.6% | +2,189.1% | -2,114.6% | +76.7% |
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