+5,195.2%
SPG vs IDXX
+14,067.0%
-8,871.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | -5.7% | +4.6% | -0.1% |
| 30D | -6.1% | -11.5% | +5.4% | -4.2% |
| 3M | -3.6% | -9.5% | +5.9% | -2.1% |
| 6M | +10.4% | -16.0% | +26.4% | +13.5% |
| YTD | +14.4% | -25.4% | +39.8% | +19.8% |
| 1Y | +16.5% | -21.8% | +38.3% | +20.7% |
| 3Y | +106.8% | +7.0% | +99.8% | +99.8% |
| 5Y | +108.9% | -26.0% | +134.8% | +111.4% |
| 10Y | +63.9% | +358.9% | -295.0% | +22.0% |
| All | +5,195.2% | +14,067.0% | -8,871.8% | +2,757.5% |
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 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