+582.9%
IDXX vs Z
+13.0%
+569.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | -4.3% | -11.6% | +7.3% | -1.6% |
| 30D | -13.7% | -8.5% | -5.2% | -12.1% |
| 3M | -9.1% | -7.9% | -1.2% | -7.8% |
| 6M | -15.4% | -29.1% | +13.7% | -9.3% |
| YTD | -25.1% | -54.2% | +29.1% | -11.9% |
| 1Y | -20.6% | -63.5% | +42.9% | -2.1% |
| 3Y | +8.7% | -38.6% | +47.4% | +15.1% |
| 5Y | -25.7% | -66.0% | +40.3% | -16.8% |
| 10Y | +360.6% | -6.5% | +367.1% | +299.8% |
| All | +582.9% | +13.0% | +569.9% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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