+7.4%
IDXX vs FGI
+8.1%
-0.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.4% | -11.1% | -1.7% |
| 7D | -4.3% | +22.8% | -27.1% | -4.3% |
| 30D | -13.7% | +85.9% | -99.6% | -13.8% |
| 3M | -9.1% | +32.4% | -41.4% | -9.1% |
| 6M | -15.4% | +106.3% | -121.8% | -15.9% |
| YTD | -25.1% | +48.4% | -73.5% | -25.4% |
| 1Y | -20.6% | +116.4% | -137.0% | -20.9% |
| All | +7.4% | +8.1% | -0.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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