+5.3%
D vs IDXX
-26.5%
+31.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.2% | -5.7% | +3.5% | -1.6% |
| 30D | -4.5% | -11.5% | +7.1% | -3.2% |
| 3M | -2.5% | -9.5% | +7.0% | -1.5% |
| 6M | +5.5% | -16.0% | +21.5% | +7.3% |
| YTD | +13.3% | -25.4% | +38.7% | +16.7% |
| 1Y | +11.8% | -21.8% | +33.6% | +14.2% |
| 3Y | +56.7% | +7.0% | +49.7% | +50.1% |
| All | +5.3% | -26.5% | +31.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling