IDEX (IEX) — Daily Price Character
Historical session stats from dividend-adjusted prices: win rate, streaks, record days, weekday patterns, and (when available) how often the stock was green on S&P 500 green days.
IEX
Archetype
Steady
Low daily volatility — small, predictable daily moves.
Win rate
48.7%
4516 green · 4187 red · 575 flat · 9278 sessions
Current streak
2 green
As of Apr 7, 2026
Max win / lose streak
11 / 11 days
Win streak return: +10.96% · Lose: 8.97%
Median / σ daily
+0.000% · 1.755%
Avg green +1.31% · avg red 1.26%
Extreme days (>3%)
7.4%
384 up · 305 down
History from Jun 5, 1989 through Apr 7, 2026 · 9278 trading days with returns.
Trailing year — daily returns (calendar)
Apr 8, 2025 – Apr 7, 2026 · Mon–Fri sessions only
Monday–Friday — average return
Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.
Monday–Friday — win rate
Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.
Top green days
Largest single-session gains (dividend-adjusted), by historical return.
| Date | Return |
|---|---|
| Sep 8, 1998 | +14.43% |
| Dec 27, 1999 | +13.57% |
| Dec 30, 2008 | +13.50% |
| Feb 6, 1991 | +10.98% |
| Oct 28, 2008 | +9.32% |
| Sep 25, 2001 | +9.08% |
| Oct 30, 2008 | +9.06% |
| Apr 16, 2003 | +8.93% |
| Mar 17, 2020 | +8.87% |
| Dec 27, 2000 | +8.48% |
| Mar 19, 2020 | +8.21% |
| Mar 23, 2009 | +8.13% |
| Nov 13, 2008 | +7.82% |
| Dec 29, 1989 | +7.81% |
| Aug 8, 2007 | +7.77% |
| Feb 7, 1990 | +7.69% |
| Jan 6, 1992 | +7.69% |
| Jan 2, 2009 | +7.62% |
| Sep 18, 1998 | +7.56% |
| Apr 22, 2009 | +7.55% |
Worst red days
Largest single-session losses; "Days to recovery" counts trading sessions until close recovered the prior peak (dividend-adjusted).
| Date | Return | Days to recovery |
|---|---|---|
| Dec 15, 1998 | 13.69% | 130 |
| Sep 10, 2001 | 11.81% | 65 |
| Mar 16, 2020 | 11.58% | 9 |
| Jan 30, 1990 | 11.56% | 6 |
| Jul 30, 2025 | 11.29% | 112 |
| Oct 15, 2008 | 10.61% | 52 |
| Jan 23, 1990 | 10.58% | 97 |
| Aug 31, 1998 | 10.22% | 8 |
| Dec 1, 2008 | 10.18% | 5 |
| Feb 5, 2008 | 9.85% | 14 |
| Feb 5, 2025 | 9.63% | — |
| Mar 18, 2020 | 9.50% | 7 |
| Jul 16, 1996 | 9.24% | 76 |
| Aug 24, 1990 | 9.09% | 109 |
| Aug 8, 2011 | 8.90% | 104 |
| Mar 12, 2020 | 8.70% | 12 |
| Sep 26, 2001 | 8.44% | 10 |
| Nov 20, 2008 | 8.32% | 2 |
| Mar 2, 2009 | 8.08% | 10 |
| Apr 3, 2025 | 7.98% | 24 |
Frequently asked questions
What is the daily win rate for IDEX (IEX)?
- Historically, IDEX (IEX) closed green on 48.7% of trading days (4516 green, 4187 red, 575 flat), using dividend-adjusted closes and a ±0.01% threshold for green vs red.
What is the current winning or losing streak for IDEX (IEX)?
- As of 2026-04-07, IDEX (IEX) is on a 2-day winning streak (consecutive green or red days by the same rules, ignoring trailing flat days).
What does Steady, Balanced, or Explosive mean for IDEX (IEX)?
- We label IDEX (IEX) as "steady" based on the sample standard deviation of daily returns: Low daily volatility — small, predictable daily moves.
What were the best and worst single trading days for IDEX (IEX)?
- Largest single-day gain: +14.43%. Largest single-day loss: 13.69%. Tables on this page list the top record green and red days.
What counts as an "extreme" daily move for IDEX (IEX)?
- We treat a day as extreme if the absolute dividend-adjusted daily return exceeds 3%. About 7.4% of trading days for IDEX (IEX) were extreme (384 up, 305 down).
Data & methodology
How are green, red, and flat days defined?
- We use dividend-adjusted (or close-to-close for non-equity) daily returns. Green: return ≥ +0.01%. Red: return ≤ −0.01%. Flat: between those bounds.
How is the current streak calculated?
- We count consecutive green or consecutive red days using the same thresholds. If the most recent session is flat, we skip trailing flat days and measure from the last non-flat close.
What does “vs S&P 500” mean?
- On sessions where the S&P 500 (^GSPC) was green, we report how often this stock was also green. Shown only for USD equities when benchmark data exists and the symbol is not the index itself.
Where does the archetype come from?
- Sample standard deviation of daily returns: low → Steady, high → Explosive, otherwise Balanced. Labels describe typical daily volatility, not quality of the investment.