+0.8%
SPGI vs IDXX
-26.5%
+27.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -7.4% | -5.7% | -1.7% | -5.5% |
| 30D | +0.4% | -11.5% | +11.9% | +4.6% |
| 3M | +5.3% | -9.5% | +14.8% | +8.7% |
| 6M | +1.7% | -16.0% | +17.6% | +7.3% |
| YTD | -16.4% | -25.4% | +9.0% | -8.3% |
| 1Y | -20.5% | -21.8% | +1.3% | -14.8% |
| 3Y | +14.2% | +7.0% | +7.2% | +3.1% |
| All | +0.8% | -26.5% | +27.3% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling