+5,230.9%
O vs IDXX
+12,419.7%
-7,188.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -2.9% | -5.7% | +2.9% | -2.0% |
| 30D | -4.5% | -11.5% | +7.0% | -2.8% |
| 3M | -2.6% | -9.5% | +6.9% | -1.3% |
| 6M | -5.6% | -16.0% | +10.3% | -3.4% |
| YTD | +9.3% | -25.4% | +34.7% | +13.7% |
| 1Y | +4.3% | -21.8% | +26.1% | +7.4% |
| 3Y | +27.4% | +7.0% | +20.4% | +22.9% |
| 5Y | +17.1% | -26.0% | +43.0% | +17.4% |
| 10Y | +53.7% | +358.9% | -305.2% | +16.9% |
| All | +5,230.9% | +12,419.7% | -7,188.7% | +2,970.8% |
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