+58.9%
DIA vs IDXX
+7.6%
+51.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -1.6% | -5.7% | +4.2% | -0.5% |
| 30D | -2.0% | -11.5% | +9.5% | 0.0% |
| 3M | +3.6% | -9.5% | +13.2% | +5.3% |
| 6M | +11.5% | -16.0% | +27.5% | +14.6% |
| YTD | +10.4% | -25.4% | +35.8% | +15.6% |
| 1Y | +15.6% | -21.8% | +37.3% | +19.8% |
| 3Y | +58.9% | +7.0% | +51.8% | +48.2% |
| All | +58.9% | +7.6% | +51.3% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling