-23.0%
IDXX vs COPX
+163.4%
-186.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -2.3% | -3.4% | -5.2% |
| 30D | -11.5% | +0.3% | -11.8% | -11.9% |
| 3M | -9.5% | +6.8% | -16.4% | -11.9% |
| 6M | -16.0% | +7.9% | -23.9% | -19.5% |
| YTD | -25.4% | +23.7% | -49.1% | -32.4% |
| 1Y | -21.8% | +71.5% | -93.3% | -37.2% |
| 3Y | +7.0% | +149.1% | -142.1% | -28.2% |
| All | -23.0% | +163.4% | -186.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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