+8.5%
NI vs IDXX
-2.6%
+11.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.3% |
| 7D | +3.9% | +24.1% | -20.2% | +2.9% |
| 30D | +15.3% | +32.5% | -17.2% | +13.9% |
| 3M | +2.4% | +18.8% | -16.4% | +1.8% |
| 6M | -4.5% | +24.0% | -28.6% | -5.4% |
| YTD | +11.4% | +3.3% | +8.1% | +12.7% |
| 1Y | +8.5% | -3.3% | +11.7% | +10.6% |
| All | +8.5% | -2.6% | +11.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling