+1,762.6%
NOK vs IDXX
+13,358.7%
-11,596.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +11.0% | -5.7% | +16.7% | +12.6% |
| 30D | +7.8% | -11.5% | +19.4% | +11.0% |
| 3M | -21.0% | -9.5% | -11.5% | -19.6% |
| 6M | +40.9% | -16.0% | +56.8% | +45.4% |
| YTD | +72.0% | -25.4% | +97.4% | +82.9% |
| 1Y | +140.9% | -21.8% | +162.7% | +151.6% |
| 3Y | +194.3% | +7.0% | +187.2% | +174.2% |
| 5Y | +112.5% | -26.0% | +138.5% | +113.8% |
| 10Y | +137.7% | +358.9% | -221.2% | +44.0% |
| All | +1,762.6% | +13,358.7% | -11,596.0% | +400.4% |
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