+3,184.7%
IDXX vs SPXS
-100.0%
+3,284.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -1.2% |
| 7D | -5.7% | +2.5% | -8.2% | -4.9% |
| 30D | -11.5% | +4.2% | -15.7% | -10.3% |
| 3M | -9.5% | -9.3% | -0.2% | -11.9% |
| 6M | -16.0% | -30.7% | +14.7% | -24.3% |
| YTD | -25.4% | -28.1% | +2.7% | -31.6% |
| 1Y | -21.8% | -35.1% | +13.3% | -30.1% |
| 3Y | +7.0% | -79.6% | +86.6% | -27.5% |
| 5Y | -26.0% | -86.3% | +60.3% | -47.9% |
| 10Y | +358.9% | -99.5% | +458.5% | +57.6% |
| All | +3,184.7% | -100.0% | +3,284.7% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling