+83.0%
PL vs IDXX
-4.1%
+87.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.9% |
| 7D | -9.3% | -3.5% | -5.8% | -7.4% |
| 30D | -18.9% | -8.4% | -10.5% | -15.2% |
| 3M | -58.4% | -5.2% | -53.2% | -57.9% |
| 6M | -30.3% | -17.5% | -12.8% | -23.9% |
| YTD | -8.1% | -20.9% | +12.8% | +2.7% |
| 1Y | +180.5% | -16.4% | +196.9% | +200.2% |
| 3Y | +444.1% | +4.7% | +439.4% | +375.8% |
| 5Y | +83.0% | -22.2% | +105.3% | +67.6% |
| All | +83.0% | -4.1% | +87.1% | +68.2% |
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