+158.4%
W vs IDXX
+739.9%
-581.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.3% |
| 7D | +0.5% | -4.3% | +4.8% | +4.2% |
| 30D | -5.6% | -13.7% | +8.1% | +6.3% |
| 3M | +41.9% | -9.1% | +51.0% | +53.8% |
| 6M | +30.2% | -15.4% | +45.6% | +49.8% |
| YTD | -2.9% | -25.1% | +22.2% | +23.0% |
| 1Y | +11.6% | -20.6% | +32.2% | +32.0% |
| 3Y | +37.0% | +8.7% | +28.2% | +18.2% |
| 5Y | -62.8% | -25.7% | -37.2% | -56.3% |
| 10Y | +155.2% | +360.6% | -205.4% | +19.6% |
| All | +158.4% | +739.9% | -581.5% | -1.4% |
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