+54,395.2%
IDXX vs ES
+1,230.3%
+53,164.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -13.5% | -1.0% | -12.5% | -13.3% |
| 3M | -11.0% | +1.5% | -12.5% | -11.4% |
| 6M | -15.6% | -3.5% | -12.1% | -15.0% |
| YTD | -23.9% | +7.0% | -30.8% | -25.6% |
| 1Y | -21.4% | +15.3% | -36.7% | -25.3% |
| 3Y | +10.6% | +30.2% | -19.6% | +0.3% |
| 5Y | -23.9% | -4.3% | -19.6% | -25.0% |
| 10Y | +368.4% | +87.5% | +281.0% | +283.9% |
| All | +54,395.2% | +1,230.3% | +53,164.8% | +33,965.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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