-21.9%
IONQ vs IDXX
-20.8%
-1.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -7.0% | -5.7% | -1.3% | -6.2% |
| 30D | -18.7% | -11.5% | -7.1% | -17.2% |
| 3M | -36.6% | -9.5% | -27.1% | -36.0% |
| 6M | +7.2% | -16.0% | +23.2% | +11.1% |
| YTD | -18.1% | -25.4% | +7.3% | -12.3% |
| 1Y | -21.9% | -21.8% | -0.1% | -14.4% |
| All | -21.9% | -20.8% | -1.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling