+629.7%
F vs IDXX
+53,734.7%
-53,104.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -4.4% | -5.7% | +1.3% | -3.4% |
| 30D | +1.0% | -11.5% | +12.6% | +3.3% |
| 3M | -4.0% | -9.5% | +5.5% | -2.4% |
| 6M | +18.1% | -16.0% | +34.0% | +21.7% |
| YTD | +10.2% | -25.4% | +35.6% | +16.1% |
| 1Y | +24.3% | -21.8% | +46.1% | +29.4% |
| 3Y | +38.1% | +7.0% | +31.0% | +33.2% |
| 5Y | +50.2% | -26.0% | +76.2% | +52.9% |
| 10Y | +91.2% | +358.9% | -267.7% | +41.2% |
| All | +629.7% | +53,734.7% | -53,104.9% | +234.1% |
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 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