-16.4%
IDXX vs CBOE
+29.2%
-45.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.5% | -3.6% | +0.1% | -3.5% |
| 30D | -8.4% | +5.1% | -13.5% | -8.4% |
| 3M | -5.2% | +4.6% | -9.8% | -5.3% |
| 6M | -17.5% | -0.3% | -17.2% | -17.8% |
| YTD | -20.9% | +19.8% | -40.6% | -20.7% |
| 1Y | -16.4% | +28.4% | -44.8% | -15.3% |
| All | -16.4% | +29.2% | -45.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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