+8,752.1%
CI vs IDXX
+53,734.7%
-44,982.5%
-84.3%
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% | 0.0% |
| 7D | -0.1% | -5.7% | +5.7% | +0.9% |
| 30D | +1.8% | -11.5% | +13.3% | +3.8% |
| 3M | -4.2% | -9.5% | +5.3% | -2.9% |
| 6M | +8.8% | -16.0% | +24.8% | +11.5% |
| YTD | +3.7% | -25.4% | +29.1% | +8.2% |
| 1Y | -6.1% | -21.8% | +15.6% | -3.0% |
| 3Y | +4.5% | +7.0% | -2.6% | +0.6% |
| 5Y | +50.5% | -26.0% | +76.5% | +51.0% |
| 10Y | +143.2% | +358.9% | -215.7% | +78.6% |
| All | +8,752.1% | +53,734.7% | -44,982.5% | +3,562.4% |
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