+47.6%
JD vs IDXX
+693.7%
-646.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.8% |
| 7D | -2.6% | -4.3% | +1.7% | -0.8% |
| 30D | -15.4% | -13.7% | -1.7% | -10.2% |
| 3M | -5.0% | -9.1% | +4.0% | -1.6% |
| 6M | +0.9% | -15.4% | +16.3% | +7.1% |
| YTD | -2.5% | -25.1% | +22.6% | +8.5% |
| 1Y | -16.0% | -20.6% | +4.6% | -9.9% |
| 3Y | -8.5% | +8.7% | -17.3% | -19.6% |
| 5Y | -61.8% | -25.7% | -36.1% | -60.9% |
| 10Y | +16.9% | +360.6% | -343.7% | -43.5% |
| All | +47.6% | +693.7% | -646.2% | -40.1% |
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