-1.0%
MSCI vs IDXX
-14.4%
+13.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | -1.1% | -4.4% | +3.3% | +0.4% |
| 30D | -1.2% | -13.5% | +12.4% | +3.7% |
| 3M | -8.4% | -11.0% | +2.6% | -5.3% |
| 6M | -1.0% | -15.6% | +14.6% | +4.6% |
| All | -1.0% | -14.4% | +13.3% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling