+216.4%
TER vs IDXX
-26.5%
+242.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | +6.4% | -5.7% | +12.1% | +9.2% |
| 30D | -5.7% | -11.5% | +5.9% | -0.5% |
| 3M | -0.4% | -9.5% | +9.1% | +2.3% |
| 6M | +25.8% | -16.0% | +41.8% | +34.4% |
| YTD | +96.4% | -25.4% | +121.8% | +122.1% |
| 1Y | +229.2% | -21.8% | +251.0% | +259.5% |
| 3Y | +288.1% | +7.0% | +281.1% | +230.3% |
| All | +216.4% | -26.5% | +242.9% | +209.8% |
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