+6.3%
FE vs IDXX
-2.6%
+9.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -4.0% | -0.2% |
| 7D | +1.7% | +24.1% | -22.4% | +0.5% |
| 30D | +8.1% | +32.5% | -24.4% | +6.7% |
| 3M | -1.3% | +18.8% | -20.1% | -2.2% |
| 6M | +2.9% | +24.0% | -21.1% | +1.6% |
| YTD | +8.6% | +3.3% | +5.3% | +7.6% |
| 1Y | +6.3% | -3.3% | +9.6% | +5.7% |
| All | +6.3% | -2.6% | +9.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling