+127.2%
TLT vs IDXX
+6,822.2%
-6,695.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -1.6% | -4.3% | +2.7% | -1.8% |
| 30D | -1.3% | -13.7% | +12.3% | -2.0% |
| 3M | -3.7% | -9.1% | +5.3% | -4.1% |
| 6M | -6.4% | -15.4% | +9.1% | -7.1% |
| YTD | -4.5% | -25.1% | +20.7% | -5.7% |
| 1Y | -5.9% | -20.6% | +14.7% | -6.7% |
| 3Y | -2.8% | +8.7% | -11.6% | -1.5% |
| 5Y | -35.1% | -25.7% | -9.4% | -36.1% |
| 10Y | -20.7% | +360.6% | -381.3% | -2.8% |
| All | +127.2% | +6,822.2% | -6,695.0% | +282.8% |
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 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