+949.9%
RF vs IDXX
+55,389.1%
-54,439.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.6% |
| 7D | +2.7% | -4.6% | +7.2% | +3.6% |
| 30D | -3.4% | -11.3% | +8.0% | -1.1% |
| 3M | +6.4% | -7.3% | +13.7% | +7.7% |
| 6M | +13.4% | -14.5% | +27.9% | +16.6% |
| YTD | +14.2% | -23.1% | +37.3% | +19.9% |
| 1Y | +15.7% | -20.3% | +36.0% | +20.1% |
| 3Y | +91.3% | +11.7% | +79.7% | +82.2% |
| 5Y | +89.8% | -24.4% | +114.1% | +91.5% |
| 10Y | +336.7% | +355.5% | -18.8% | +204.0% |
| All | +949.9% | +55,389.1% | -54,439.1% | +336.0% |
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