+1,163.7%
C vs IDXX
+54,849.3%
-53,685.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | +2.6% | -4.4% | +7.0% | +3.6% |
| 30D | +1.9% | -13.5% | +15.4% | +5.2% |
| 3M | +2.8% | -11.0% | +13.8% | +5.2% |
| 6M | +30.6% | -15.6% | +46.2% | +35.1% |
| YTD | +19.9% | -23.9% | +43.7% | +26.9% |
| 1Y | +44.6% | -21.4% | +66.0% | +51.4% |
| 3Y | +272.1% | +10.6% | +261.5% | +252.7% |
| 5Y | +132.0% | -23.9% | +155.8% | +133.7% |
| 10Y | +294.7% | +368.4% | -73.8% | +159.8% |
| All | +1,163.7% | +54,849.3% | -53,685.6% | +394.9% |
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