+244.8%
NEE vs IDXX
+360.5%
-115.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.3% | -5.7% | +4.4% | 0.0% |
| 30D | -3.3% | -11.5% | +8.2% | -0.6% |
| 3M | -2.3% | -9.5% | +7.3% | -0.3% |
| 6M | -8.9% | -16.0% | +7.1% | -5.8% |
| YTD | +4.8% | -25.4% | +30.2% | +11.2% |
| 1Y | +18.7% | -21.8% | +40.5% | +23.9% |
| 3Y | +33.2% | +7.0% | +26.2% | +23.1% |
| 5Y | +10.9% | -26.0% | +36.8% | +11.0% |
| All | +244.8% | +360.5% | -115.7% | +110.1% |
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