+199.8%
TER vs IDXX
-16.0%
+215.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.3% | +5.3% |
| 7D | +0.6% | -3.5% | +4.1% | +0.9% |
| 30D | -8.3% | -8.4% | +0.1% | -7.5% |
| 3M | -12.2% | -5.2% | -7.0% | -11.9% |
| 6M | +17.0% | -17.5% | +34.5% | +21.8% |
| YTD | +84.6% | -20.9% | +105.5% | +93.7% |
| 1Y | +199.8% | -16.4% | +216.2% | +212.9% |
| All | +199.8% | -16.0% | +215.9% | +212.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling