+479.8%
FLEX vs IDXX
+7.6%
+472.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.3% |
| 7D | +5.7% | -5.7% | +11.5% | +7.2% |
| 30D | -7.0% | -11.5% | +4.5% | -4.3% |
| 3M | -23.8% | -9.5% | -14.3% | -22.5% |
| 6M | +82.6% | -16.0% | +98.6% | +89.6% |
| YTD | +91.6% | -25.4% | +117.0% | +105.6% |
| 1Y | +100.6% | -21.8% | +122.3% | +111.4% |
| 3Y | +479.8% | +7.0% | +472.7% | +458.3% |
| All | +479.8% | +7.6% | +472.2% | +458.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling