+8,161.1%
IDXX vs SPYG
+559.0%
+7,602.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -5.7% | -0.9% | -4.8% | -5.1% |
| 30D | -11.5% | -1.5% | -10.0% | -10.6% |
| 3M | -9.5% | +3.7% | -13.3% | -12.4% |
| 6M | -16.0% | +16.4% | -32.4% | -25.5% |
| YTD | -25.4% | +13.3% | -38.7% | -32.6% |
| 1Y | -21.8% | +17.9% | -39.6% | -31.4% |
| 3Y | +7.0% | +98.3% | -91.3% | -36.8% |
| 5Y | -26.0% | +86.4% | -112.4% | -53.7% |
| 10Y | +358.9% | +421.9% | -63.0% | +47.7% |
| All | +8,161.1% | +559.0% | +7,602.1% | +1,608.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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