+272.6%
P vs IDXX
-26.5%
+299.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.3% | -5.7% | +4.4% | +0.9% |
| 30D | -11.9% | -11.5% | -0.3% | -7.8% |
| 3M | +41.6% | -9.5% | +51.1% | +45.6% |
| 6M | +58.1% | -16.0% | +74.1% | +66.3% |
| YTD | +46.5% | -25.4% | +71.9% | +62.3% |
| 1Y | +19.1% | -21.8% | +40.8% | +28.5% |
| 3Y | +150.6% | +7.0% | +143.5% | +120.5% |
| All | +272.6% | -26.5% | +299.1% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling