-3.3%
IDXX vs SPXS
-30.2%
+26.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.8% | +2.7% |
| 7D | +24.1% | +2.2% | +21.9% | +25.0% |
| 30D | +32.5% | +3.8% | +28.8% | +34.1% |
| 3M | +18.8% | +3.3% | +15.5% | +20.3% |
| 6M | +24.0% | -16.7% | +40.7% | +17.4% |
| YTD | +3.3% | -28.5% | +31.8% | -5.1% |
| 1Y | -3.3% | -30.4% | +27.2% | -11.7% |
| All | -3.3% | -30.2% | +26.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling