+25.0%
FLEX vs IDXX
-2.6%
+27.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.9% | -16.3% | -11.9% |
| 7D | -17.0% | +24.1% | -41.1% | -15.0% |
| 30D | -33.8% | +32.5% | -66.4% | -32.0% |
| 3M | -39.0% | +18.8% | -57.8% | -37.0% |
| 6M | -15.9% | +24.0% | -39.9% | -12.6% |
| YTD | +27.8% | +3.3% | +24.6% | +37.2% |
| 1Y | +25.0% | -3.3% | +28.2% | +38.1% |
| All | +25.0% | -2.6% | +27.6% | +38.1% |
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