+2,258.4%
ICE vs IDXX
+2,770.9%
-512.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.4% | -5.7% | +3.3% | +0.1% |
| 30D | +4.0% | -11.5% | +15.6% | +9.5% |
| 3M | +13.7% | -9.5% | +23.2% | +18.2% |
| 6M | +0.9% | -16.0% | +16.9% | +7.7% |
| YTD | -2.1% | -25.4% | +23.3% | +9.6% |
| 1Y | -9.5% | -21.8% | +12.3% | -1.8% |
| 3Y | +42.1% | +7.0% | +35.0% | +25.3% |
| 5Y | +41.4% | -26.0% | +67.3% | +43.0% |
| 10Y | +216.7% | +358.9% | -142.2% | +5.3% |
| All | +2,258.4% | +2,770.9% | -512.5% | +79.1% |
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 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