+1,527.5%
META vs IDXX
+1,165.7%
+361.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +6.7% | -3.5% | +10.2% | +8.3% |
| 30D | +4.8% | -8.4% | +13.2% | +8.7% |
| 3M | -1.6% | -5.2% | +3.6% | +0.4% |
| 6M | -7.5% | -17.5% | +10.0% | 0.0% |
| YTD | -6.4% | -20.9% | +14.5% | +2.8% |
| 1Y | -17.3% | -16.4% | -0.9% | -12.5% |
| 3Y | +109.9% | +4.7% | +105.2% | +88.8% |
| 5Y | +65.4% | -22.2% | +87.6% | +65.7% |
| 10Y | +391.8% | +369.3% | +22.5% | +145.4% |
| All | +1,527.5% | +1,165.7% | +361.8% | +435.2% |
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