+8,756.9%
CI vs IDXX
+53,929.9%
-45,173.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -1.3% | -4.3% | +3.0% | -0.6% |
| 30D | +3.1% | -13.7% | +16.8% | +5.6% |
| 3M | -4.5% | -9.1% | +4.5% | -3.2% |
| 6M | +8.3% | -15.4% | +23.7% | +10.8% |
| YTD | +3.8% | -25.1% | +28.9% | +8.2% |
| 1Y | -5.0% | -20.6% | +15.6% | -2.1% |
| 3Y | +5.8% | +8.7% | -3.0% | +1.6% |
| 5Y | +50.6% | -25.7% | +76.3% | +51.0% |
| 10Y | +143.3% | +360.6% | -217.3% | +78.6% |
| All | +8,756.9% | +53,929.9% | -45,173.0% | +3,562.2% |
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