+8,376.7%
FLEX vs IDXX
+13,138.0%
-4,761.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.3% |
| 7D | +5.7% | -5.7% | +11.5% | +7.9% |
| 30D | -7.0% | -11.5% | +4.5% | -3.1% |
| 3M | -23.8% | -9.5% | -14.3% | -22.0% |
| 6M | +82.6% | -16.0% | +98.6% | +91.5% |
| YTD | +91.6% | -25.4% | +117.0% | +109.0% |
| 1Y | +100.6% | -21.8% | +122.3% | +114.1% |
| 3Y | +479.8% | +7.0% | +472.7% | +433.9% |
| 5Y | +746.5% | -26.0% | +772.5% | +770.3% |
| 10Y | +1,119.4% | +358.9% | +760.4% | +548.1% |
| All | +8,376.7% | +13,138.0% | -4,761.3% | +1,250.6% |
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 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