+29,440.4%
LOW vs IDXX
+53,734.7%
-24,294.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.7% | -5.7% | +2.0% | -2.5% |
| 30D | -8.9% | -11.5% | +2.7% | -6.5% |
| 3M | -10.4% | -9.5% | -0.9% | -8.5% |
| 6M | -19.4% | -16.0% | -3.4% | -16.4% |
| YTD | -17.1% | -25.4% | +8.3% | -12.0% |
| 1Y | -26.3% | -21.8% | -4.5% | -22.8% |
| 3Y | -9.9% | +7.0% | -16.9% | -13.2% |
| 5Y | +6.1% | -26.0% | +32.1% | +8.5% |
| 10Y | +230.8% | +358.9% | -128.1% | +140.0% |
| All | +29,440.4% | +53,734.7% | -24,294.3% | +9,734.5% |
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