+2,200.7%
T vs IDXX
+53,734.7%
-51,534.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +1.5% | -5.7% | +7.2% | +2.1% |
| 30D | +7.5% | -11.5% | +19.0% | +8.9% |
| 3M | +14.8% | -9.5% | +24.4% | +16.0% |
| 6M | -1.7% | -16.0% | +14.2% | -0.1% |
| YTD | +8.7% | -25.4% | +34.1% | +11.8% |
| 1Y | -7.5% | -21.8% | +14.3% | -5.5% |
| 3Y | +110.2% | +7.0% | +103.2% | +104.2% |
| 5Y | +71.6% | -26.0% | +97.6% | +71.4% |
| 10Y | +74.5% | +358.9% | -284.4% | +39.4% |
| All | +2,200.7% | +53,734.7% | -51,534.0% | +1,200.9% |
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