-23.0%
IDXX vs ACI
-39.5%
+16.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.7% |
| 7D | -5.7% | -3.7% | -2.0% | -5.3% |
| 30D | -11.5% | +0.6% | -12.1% | -11.6% |
| 3M | -9.5% | -20.3% | +10.8% | -7.6% |
| 6M | -16.0% | -24.7% | +8.7% | -13.8% |
| YTD | -25.4% | -27.2% | +1.8% | -23.3% |
| 1Y | -21.8% | -32.7% | +10.9% | -18.9% |
| 3Y | +7.0% | -43.9% | +50.9% | +13.7% |
| All | -23.0% | -39.5% | +16.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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