+1,964.8%
FITB vs IDXX
+53,734.7%
-51,769.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | -5.7% | +5.5% | +1.0% |
| 30D | -5.7% | -11.5% | +5.9% | -3.2% |
| 3M | +3.2% | -9.5% | +12.7% | +5.2% |
| 6M | +23.4% | -16.0% | +39.4% | +27.7% |
| YTD | +18.8% | -25.4% | +44.2% | +25.9% |
| 1Y | +25.0% | -21.8% | +46.7% | +30.6% |
| 3Y | +131.2% | +7.0% | +124.2% | +121.1% |
| 5Y | +70.7% | -26.0% | +96.6% | +73.4% |
| 10Y | +289.4% | +358.9% | -69.5% | +165.1% |
| All | +1,964.8% | +53,734.7% | -51,769.9% | +716.8% |
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