+5,062.1%
IDXX vs FDS
+8,261.6%
-3,199.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | 0.0% |
| 7D | -4.3% | -16.0% | +11.7% | +0.4% |
| 30D | -13.7% | -6.7% | -6.9% | -12.1% |
| 3M | -9.1% | +6.0% | -15.0% | -11.2% |
| 6M | -15.4% | +25.1% | -40.5% | -21.9% |
| YTD | -25.1% | -8.1% | -17.0% | -25.0% |
| 1Y | -20.6% | -26.0% | +5.4% | -16.1% |
| 3Y | +8.7% | -36.4% | +45.2% | +19.4% |
| 5Y | -25.7% | -27.7% | +2.1% | -20.8% |
| 10Y | +360.6% | +66.1% | +294.5% | +295.6% |
| All | +5,062.1% | +8,261.6% | -3,199.5% | +2,443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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