+98.5%
FLEX vs IDXX
-16.0%
+114.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.4% |
| 7D | -0.9% | -3.5% | +2.6% | -0.6% |
| 30D | -10.1% | -8.4% | -1.7% | -9.4% |
| 3M | -31.3% | -5.2% | -26.1% | -30.9% |
| 6M | +71.3% | -17.5% | +88.7% | +78.0% |
| YTD | +81.2% | -20.9% | +102.1% | +89.7% |
| 1Y | +98.5% | -16.4% | +114.9% | +104.6% |
| All | +98.5% | -16.0% | +114.5% | +104.6% |
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 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