-8.2%
MSCI vs IDXX
-7.1%
-1.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -0.9% | -2.8% |
| 7D | -2.1% | -4.6% | +2.5% | -0.5% |
| 30D | -1.7% | -11.3% | +9.6% | +2.4% |
| 3M | -8.2% | -7.3% | -0.9% | -6.3% |
| All | -8.2% | -7.1% | -1.1% | -6.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling