-9.7%
IDXX vs INIO
-40.3%
+30.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.7% | +4.0% | -1.8% |
| 7D | -4.3% | -3.4% | -0.9% | -4.4% |
| 30D | -13.7% | -28.6% | +14.9% | -14.3% |
| 3M | -9.1% | -37.6% | +28.6% | -9.8% |
| All | -9.7% | -40.3% | +30.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling