+363.0%
NDAQ vs IDXX
+360.5%
+2.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -5.6% | -5.7% | +0.2% | -3.7% |
| 30D | -4.4% | -11.5% | +7.2% | -0.5% |
| 3M | +5.9% | -9.5% | +15.4% | +9.2% |
| 6M | +7.7% | -16.0% | +23.7% | +13.6% |
| YTD | -5.2% | -25.4% | +20.2% | +3.8% |
| 1Y | -3.4% | -21.8% | +18.4% | +3.5% |
| 3Y | +85.6% | +7.0% | +78.6% | +71.1% |
| 5Y | +49.5% | -26.0% | +75.4% | +52.8% |
| All | +363.0% | +360.5% | +2.5% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling