+352.1%
IDXX vs ACWI
+233.9%
+118.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.4% |
| 7D | -5.7% | -1.0% | -4.7% | -4.7% |
| 30D | -11.5% | -0.9% | -10.7% | -10.8% |
| 3M | -9.5% | +3.5% | -13.0% | -13.2% |
| 6M | -16.0% | +12.8% | -28.8% | -26.9% |
| YTD | -25.4% | +14.0% | -39.4% | -35.8% |
| 1Y | -21.8% | +19.2% | -40.9% | -36.0% |
| 3Y | +7.0% | +75.1% | -68.1% | -42.7% |
| 5Y | -26.0% | +68.6% | -94.6% | -58.1% |
| All | +352.1% | +233.9% | +118.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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