+215.9%
ELF vs IDXX
-26.5%
+242.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -11.6% | -5.7% | -5.9% | -9.3% |
| 30D | +4.6% | -11.5% | +16.2% | +10.2% |
| 3M | +59.7% | -9.5% | +69.2% | +66.6% |
| 6M | +21.2% | -16.0% | +37.2% | +30.3% |
| YTD | +27.4% | -25.4% | +52.8% | +43.5% |
| 1Y | -29.8% | -21.8% | -8.0% | -22.9% |
| 3Y | -28.5% | +7.0% | -35.5% | -34.2% |
| All | +215.9% | -26.5% | +242.4% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling