+938.6%
IGV vs IDXX
+8,258.6%
-7,320.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -5.4% | -4.3% | -1.1% | -3.6% |
| 30D | -2.6% | -13.7% | +11.0% | +3.7% |
| 3M | +10.5% | -9.1% | +19.6% | +14.7% |
| 6M | +18.2% | -15.4% | +33.6% | +26.2% |
| YTD | -4.2% | -25.1% | +20.9% | +7.6% |
| 1Y | -9.8% | -20.6% | +10.8% | -2.2% |
| 3Y | +39.1% | +8.7% | +30.4% | +24.1% |
| 5Y | +21.2% | -25.7% | +46.9% | +25.8% |
| 10Y | +361.5% | +360.6% | +0.9% | +113.7% |
| All | +938.6% | +8,258.6% | -7,320.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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