+21.3%
NOK vs IDXX
-2.6%
+23.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -1.7% |
| 7D | -10.4% | +24.1% | -34.5% | -5.8% |
| 30D | -19.0% | +32.5% | -51.6% | -13.1% |
| 3M | -16.7% | +18.8% | -35.5% | -12.1% |
| 6M | -37.1% | +24.0% | -61.2% | -32.7% |
| YTD | +27.7% | +3.3% | +24.4% | +40.9% |
| 1Y | +21.3% | -3.3% | +24.6% | +33.1% |
| All | +21.3% | -2.6% | +23.9% | +33.1% |
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 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