+131.2%
FITB vs IDXX
+7.6%
+123.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | -5.7% | +5.5% | +1.1% |
| 30D | -5.7% | -11.5% | +5.9% | -3.1% |
| 3M | +3.2% | -9.5% | +12.7% | +5.3% |
| 6M | +23.4% | -16.0% | +39.4% | +27.8% |
| YTD | +18.8% | -25.4% | +44.2% | +26.1% |
| 1Y | +25.0% | -21.8% | +46.7% | +30.8% |
| 3Y | +131.2% | +7.0% | +124.2% | +100.0% |
| All | +131.2% | +7.6% | +123.6% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling