+6,577.3%
FIX vs IDXX
+360.5%
+6,216.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.4% |
| 7D | +5.0% | -5.7% | +10.7% | +6.8% |
| 30D | -2.7% | -11.5% | +8.8% | +0.7% |
| 3M | -8.2% | -9.5% | +1.3% | -6.4% |
| 6M | +20.3% | -16.0% | +36.2% | +25.2% |
| YTD | +81.4% | -25.4% | +106.8% | +95.8% |
| 1Y | +121.5% | -21.8% | +143.3% | +134.5% |
| 3Y | +807.4% | +7.0% | +800.4% | +739.4% |
| 5Y | +2,306.7% | -26.0% | +2,332.7% | +2,317.9% |
| All | +6,577.3% | +360.5% | +6,216.8% | +3,621.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling