+42.1%
ICE vs IDXX
+7.6%
+34.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -5.7% | +3.3% | -1.4% |
| 30D | +4.0% | -11.5% | +15.6% | +6.2% |
| 3M | +13.7% | -9.5% | +23.2% | +15.5% |
| 6M | +0.9% | -16.0% | +16.9% | +3.6% |
| YTD | -2.1% | -25.4% | +23.3% | +2.3% |
| 1Y | -9.5% | -21.8% | +12.3% | -6.4% |
| 3Y | +42.1% | +7.0% | +35.0% | +38.9% |
| All | +42.1% | +7.6% | +34.5% | +38.9% |
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