-23.0%
IDXX vs CBOE
+136.7%
-159.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | 0.0% |
| 7D | -5.7% | -5.8% | +0.1% | -4.8% |
| 30D | -11.5% | -3.1% | -8.4% | -11.2% |
| 3M | -9.5% | -4.8% | -4.8% | -9.1% |
| 6M | -16.0% | -0.6% | -15.4% | -17.1% |
| YTD | -25.4% | +12.8% | -38.2% | -28.7% |
| 1Y | -21.8% | +19.8% | -41.5% | -26.4% |
| 3Y | +7.0% | +86.9% | -79.9% | -17.0% |
| All | -23.0% | +136.7% | -159.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling