+23,826.5%
IDXX vs SPY
+3,067.3%
+20,759.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.1% |
| 7D | -5.7% | -0.8% | -5.0% | -5.1% |
| 30D | -11.5% | -1.1% | -10.5% | -10.8% |
| 3M | -9.5% | +3.9% | -13.4% | -12.6% |
| 6M | -16.0% | +13.6% | -29.6% | -24.8% |
| YTD | -25.4% | +12.7% | -38.1% | -32.7% |
| 1Y | -21.8% | +17.5% | -39.3% | -31.9% |
| 3Y | +7.0% | +76.9% | -69.9% | -34.1% |
| 5Y | -26.0% | +83.6% | -109.5% | -54.9% |
| 10Y | +358.9% | +320.7% | +38.3% | +45.8% |
| All | +23,826.5% | +3,067.3% | +20,759.2% | +1,586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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