+2,063.1%
D vs IDXX
+53,929.9%
-51,866.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.3% |
| 30D | -3.5% | -13.7% | +10.1% | -2.3% |
| 3M | -1.6% | -9.1% | +7.5% | -0.9% |
| 6M | +5.8% | -15.4% | +21.2% | +7.1% |
| YTD | +14.5% | -25.1% | +39.6% | +17.0% |
| 1Y | +14.2% | -20.6% | +34.8% | +15.9% |
| 3Y | +59.0% | +8.7% | +50.3% | +55.7% |
| 5Y | +5.4% | -25.7% | +31.1% | +5.4% |
| 10Y | +38.4% | +360.6% | -322.2% | +19.6% |
| All | +2,063.1% | +53,929.9% | -51,866.8% | +1,474.9% |
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