+7.0%
IDXX vs FFIV
+155.7%
-148.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | -5.7% | +5.4% | -11.2% | -7.1% |
| 30D | -11.5% | -2.7% | -8.9% | -11.0% |
| 3M | -9.5% | +4.5% | -14.1% | -11.3% |
| 6M | -16.0% | +42.2% | -58.2% | -26.0% |
| YTD | -25.4% | +61.3% | -86.7% | -37.4% |
| 1Y | -21.8% | +23.0% | -44.8% | -27.8% |
| 3Y | +7.0% | +156.3% | -149.2% | -26.2% |
| All | +7.0% | +155.7% | -148.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling