+810.9%
IDXX vs ALLY
+115.1%
+695.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -4.4% | -1.9% | -2.5% | -3.9% |
| 30D | -13.5% | -4.5% | -9.1% | -12.5% |
| 3M | -11.0% | -2.8% | -8.2% | -10.4% |
| 6M | -15.6% | +10.3% | -25.9% | -17.9% |
| YTD | -23.9% | -5.7% | -18.2% | -23.0% |
| 1Y | -21.4% | +3.9% | -25.4% | -22.6% |
| 3Y | +10.6% | +64.7% | -54.1% | -5.3% |
| 5Y | -23.9% | -2.6% | -21.3% | -28.6% |
| 10Y | +368.4% | +186.0% | +182.5% | +219.8% |
| All | +810.9% | +115.1% | +695.8% | +528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling