+122.9%
FIX vs IDXX
-16.0%
+138.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.9% |
| 7D | +6.0% | -3.5% | +9.6% | +6.2% |
| 30D | -7.2% | -8.4% | +1.2% | -6.7% |
| 3M | -15.9% | -5.2% | -10.7% | -15.5% |
| 6M | +12.7% | -17.5% | +30.2% | +17.5% |
| YTD | +72.8% | -20.9% | +93.7% | +81.1% |
| 1Y | +122.9% | -16.4% | +139.3% | +132.5% |
| All | +122.9% | -16.0% | +138.9% | +132.5% |
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