+12,985.4%
TER vs IDXX
+53,734.7%
-40,749.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | +6.4% | -5.7% | +12.1% | +8.3% |
| 30D | -5.7% | -11.5% | +5.9% | -2.2% |
| 3M | -0.4% | -9.5% | +9.1% | +1.5% |
| 6M | +25.8% | -16.0% | +41.8% | +31.5% |
| YTD | +96.4% | -25.4% | +121.8% | +112.9% |
| 1Y | +229.2% | -21.8% | +251.0% | +249.7% |
| 3Y | +288.1% | +7.0% | +281.1% | +264.9% |
| 5Y | +219.9% | -26.0% | +245.9% | +235.4% |
| 10Y | +1,875.0% | +358.9% | +1,516.1% | +1,130.0% |
| All | +12,985.4% | +53,734.7% | -40,749.2% | +2,067.0% |
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