+246.4%
IP vs IDXX
+57,007.2%
-56,760.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | -5.3% | -3.5% | -1.7% | -4.7% |
| 30D | -10.9% | -8.4% | -2.4% | -9.5% |
| 3M | +11.2% | -5.2% | +16.4% | +12.2% |
| 6M | -10.2% | -17.5% | +7.2% | -7.3% |
| YTD | -2.0% | -20.9% | +18.9% | +1.9% |
| 1Y | -19.1% | -16.4% | -2.7% | -17.0% |
| 3Y | +20.9% | +4.7% | +16.1% | +17.2% |
| 5Y | -17.8% | -22.2% | +4.4% | -17.7% |
| 10Y | +23.5% | +369.3% | -345.7% | -9.7% |
| All | +246.4% | +57,007.2% | -56,760.8% | +54.5% |
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