-23.0%
IDXX vs ALLY
-4.7%
-18.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -3.8% | -1.9% | -4.5% |
| 30D | -11.5% | -4.9% | -6.6% | -10.1% |
| 3M | -9.5% | -2.6% | -6.9% | -8.9% |
| 6M | -16.0% | +15.7% | -31.7% | -20.1% |
| YTD | -25.4% | -5.2% | -20.2% | -24.5% |
| 1Y | -21.8% | +2.8% | -24.6% | -23.1% |
| 3Y | +7.0% | +63.4% | -56.4% | -13.1% |
| All | -23.0% | -4.7% | -18.3% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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