+7,609.0%
IDXX vs IBN
+1,483.9%
+6,125.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.7% |
| 7D | -5.7% | -3.0% | -2.7% | -5.2% |
| 30D | -11.5% | -1.5% | -10.0% | -11.3% |
| 3M | -9.5% | +7.9% | -17.5% | -10.8% |
| 6M | -16.0% | +8.6% | -24.6% | -17.2% |
| YTD | -25.4% | -0.6% | -24.8% | -25.4% |
| 1Y | -21.8% | -7.3% | -14.4% | -20.9% |
| 3Y | +7.0% | +26.2% | -19.2% | +2.1% |
| 5Y | -26.0% | +57.8% | -83.8% | -32.1% |
| 10Y | +358.9% | +319.5% | +39.4% | +246.6% |
| All | +7,609.0% | +1,483.9% | +6,125.2% | +4,467.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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