+851.5%
DE vs IDXX
+360.5%
+491.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -2.6% | -5.7% | +3.2% | -1.0% |
| 30D | +9.0% | -11.5% | +20.6% | +12.6% |
| 3M | +19.1% | -9.5% | +28.7% | +21.9% |
| 6M | +14.4% | -16.0% | +30.3% | +19.1% |
| YTD | +45.9% | -25.4% | +71.3% | +56.7% |
| 1Y | +43.6% | -21.8% | +65.4% | +51.4% |
| 3Y | +75.9% | +7.0% | +68.8% | +63.4% |
| 5Y | +98.8% | -26.0% | +124.7% | +102.8% |
| All | +851.5% | +360.5% | +491.0% | +417.7% |
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