+2,205.8%
NDAQ vs IDXX
+7,741.0%
-5,535.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.7% |
| 7D | -6.8% | -4.3% | -2.5% | -5.2% |
| 30D | -3.2% | -13.7% | +10.5% | +2.2% |
| 3M | +6.5% | -9.1% | +15.5% | +10.1% |
| 6M | +5.7% | -15.4% | +21.2% | +12.0% |
| YTD | -4.6% | -25.1% | +20.5% | +5.6% |
| 1Y | -1.6% | -20.6% | +19.0% | +5.8% |
| 3Y | +86.4% | +8.7% | +77.7% | +69.2% |
| 5Y | +50.3% | -25.7% | +76.0% | +53.4% |
| 10Y | +369.0% | +360.6% | +8.4% | +113.2% |
| All | +2,205.8% | +7,741.0% | -5,535.2% | +460.0% |
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