+86.4%
F vs IDXX
+360.5%
-274.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -4.4% | -5.7% | +1.3% | -2.6% |
| 30D | +1.0% | -11.5% | +12.6% | +5.0% |
| 3M | -4.0% | -9.5% | +5.5% | -1.2% |
| 6M | +18.1% | -16.0% | +34.0% | +24.3% |
| YTD | +10.2% | -25.4% | +35.6% | +20.4% |
| 1Y | +24.3% | -21.8% | +46.1% | +32.9% |
| 3Y | +38.1% | +7.0% | +31.0% | +27.2% |
| 5Y | +50.2% | -26.0% | +76.2% | +48.9% |
| All | +86.4% | +360.5% | -274.1% | +9.7% |
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