+1,462.3%
IDXX vs CBOE
+978.8%
+483.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.2% |
| 7D | -5.7% | -5.8% | +0.1% | -4.4% |
| 30D | -11.5% | -3.1% | -8.4% | -11.0% |
| 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% | -28.9% |
| 1Y | -21.8% | +19.8% | -41.5% | -26.8% |
| 3Y | +7.0% | +86.9% | -79.9% | -13.3% |
| 5Y | -26.0% | +136.5% | -162.5% | -44.4% |
| 10Y | +358.9% | +368.4% | -9.5% | +173.0% |
| All | +1,462.3% | +978.8% | +483.5% | +562.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling