+6,636.0%
CME vs IDXX
+6,261.4%
+374.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.3% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | +6.2% | -13.7% | +19.8% | +11.0% |
| 3M | +4.4% | -9.1% | +13.4% | +7.0% |
| 6M | -9.6% | -15.4% | +5.8% | -5.7% |
| YTD | +3.8% | -25.1% | +28.9% | +12.1% |
| 1Y | +9.5% | -20.6% | +30.1% | +15.2% |
| 3Y | +51.9% | +8.7% | +43.2% | +36.3% |
| 5Y | +78.7% | -25.7% | +104.4% | +77.3% |
| 10Y | +279.7% | +360.6% | -80.9% | +62.2% |
| All | +6,636.0% | +6,261.4% | +374.6% | +886.4% |
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