+352.1%
IDXX vs A
+256.4%
+95.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.9% |
| 7D | -5.7% | -2.6% | -3.1% | -4.3% |
| 30D | -11.5% | -0.9% | -10.7% | -11.3% |
| 3M | -9.5% | +13.6% | -23.2% | -16.7% |
| 6M | -16.0% | +27.8% | -43.8% | -28.8% |
| YTD | -25.4% | +8.6% | -34.0% | -30.3% |
| 1Y | -21.8% | +16.9% | -38.6% | -30.7% |
| 3Y | +7.0% | +32.9% | -25.9% | -16.7% |
| 5Y | -26.0% | -14.1% | -11.9% | -24.1% |
| All | +352.1% | +256.4% | +95.7% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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