+7,618.6%
IDXX vs FFIV
+7,675.2%
-56.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -4.3% | +1.6% | -5.9% | -4.5% |
| 30D | -13.7% | -3.7% | -9.9% | -13.3% |
| 3M | -9.1% | +2.0% | -11.0% | -9.5% |
| 6M | -15.4% | +39.3% | -54.7% | -19.3% |
| YTD | -25.1% | +56.1% | -81.2% | -29.7% |
| 1Y | -20.6% | +22.0% | -42.6% | -23.2% |
| 3Y | +8.7% | +148.2% | -139.5% | -4.1% |
| 5Y | -25.7% | +96.3% | -122.0% | -32.6% |
| 10Y | +360.6% | +237.6% | +123.1% | +290.6% |
| All | +7,618.6% | +7,675.2% | -56.7% | +3,480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling