+479.2%
PL vs IDXX
+7.6%
+471.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -9.2% | -5.7% | -3.5% | -6.7% |
| 30D | -32.9% | -11.5% | -21.3% | -29.0% |
| 3M | -51.9% | -9.5% | -42.3% | -50.3% |
| 6M | -35.3% | -16.0% | -19.4% | -31.0% |
| YTD | -16.6% | -25.4% | +8.8% | -4.8% |
| 1Y | +70.1% | -21.8% | +91.9% | +87.1% |
| 3Y | +479.2% | +7.0% | +472.2% | +348.6% |
| All | +479.2% | +7.6% | +471.7% | +348.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling