+2,863.0%
V vs IDXX
+1,949.9%
+913.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.6% |
| 7D | -3.0% | -4.3% | +1.3% | -1.5% |
| 30D | +1.2% | -13.7% | +14.9% | +6.6% |
| 3M | +13.9% | -9.1% | +23.0% | +17.5% |
| 6M | +17.2% | -15.4% | +32.7% | +23.6% |
| YTD | +5.3% | -25.1% | +30.5% | +15.7% |
| 1Y | +9.5% | -20.6% | +30.1% | +16.6% |
| 3Y | +51.9% | +8.7% | +43.2% | +36.0% |
| 5Y | +69.6% | -25.7% | +95.3% | +71.1% |
| 10Y | +384.5% | +360.6% | +23.9% | +116.2% |
| All | +2,863.0% | +1,949.9% | +913.1% | +504.3% |
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