+672.3%
AU vs IDXX
+360.5%
+311.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.3% | -5.7% | +1.5% | -3.1% |
| 30D | +7.3% | -11.5% | +18.9% | +9.9% |
| 3M | +26.3% | -9.5% | +35.9% | +28.5% |
| 6M | +1.8% | -16.0% | +17.7% | +5.1% |
| YTD | +26.8% | -25.4% | +52.2% | +33.9% |
| 1Y | +66.7% | -21.8% | +88.5% | +74.0% |
| 3Y | +579.1% | +7.0% | +572.0% | +552.0% |
| 5Y | +689.3% | -26.0% | +715.3% | +678.3% |
| All | +672.3% | +360.5% | +311.8% | +496.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling