+6,506.9%
ITW vs IDXX
+53,734.7%
-47,227.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.7% | -5.7% | +5.0% | +0.3% |
| 30D | -8.3% | -11.5% | +3.2% | -6.4% |
| 3M | +6.0% | -9.5% | +15.6% | +7.8% |
| 6M | 0.0% | -16.0% | +15.9% | +2.8% |
| YTD | +10.2% | -25.4% | +35.6% | +15.6% |
| 1Y | +3.2% | -21.8% | +25.0% | +7.0% |
| 3Y | +21.0% | +7.0% | +13.9% | +16.7% |
| 5Y | +37.9% | -26.0% | +63.9% | +39.6% |
| 10Y | +193.2% | +358.9% | -165.7% | +119.5% |
| All | +6,506.9% | +53,734.7% | -47,227.8% | +2,984.0% |
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