+453.5%
P vs IDXX
+574.7%
-121.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.3% |
| 7D | -4.1% | -4.3% | +0.2% | -2.1% |
| 30D | -14.0% | -13.7% | -0.3% | -8.0% |
| 3M | +41.4% | -9.1% | +50.5% | +46.0% |
| 6M | +54.2% | -15.4% | +69.6% | +63.0% |
| YTD | +40.4% | -25.1% | +65.6% | +57.8% |
| 1Y | +16.0% | -20.6% | +36.6% | +25.5% |
| 3Y | +140.7% | +8.7% | +131.9% | +107.7% |
| 5Y | +256.3% | -25.7% | +282.0% | +267.6% |
| 10Y | +672.6% | +360.6% | +312.0% | +257.3% |
| All | +453.5% | +574.7% | -121.2% | +140.3% |
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