+12,769.2%
FIX vs IDXX
+16,546.7%
-3,777.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.2% |
| 7D | +6.1% | -4.6% | +10.6% | +7.4% |
| 30D | -2.7% | -11.3% | +8.7% | +0.4% |
| 3M | -10.9% | -7.3% | -3.6% | -9.8% |
| 6M | +29.0% | -14.5% | +43.5% | +33.3% |
| YTD | +76.9% | -23.1% | +100.0% | +88.1% |
| 1Y | +130.7% | -20.3% | +151.1% | +141.8% |
| 3Y | +790.7% | +11.7% | +779.0% | +727.6% |
| 5Y | +2,185.6% | -24.4% | +2,209.9% | +2,211.4% |
| 10Y | +5,993.3% | +355.5% | +5,637.8% | +3,480.9% |
| All | +12,769.2% | +16,546.7% | -3,777.6% | +3,571.2% |
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