-23.0%
IDXX vs BBWI
-67.2%
+44.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.8% |
| 7D | -5.7% | -4.8% | -0.9% | -4.8% |
| 30D | -11.5% | +3.5% | -15.0% | -12.5% |
| 3M | -9.5% | -0.3% | -9.2% | -10.2% |
| 6M | -16.0% | -5.4% | -10.6% | -16.4% |
| YTD | -25.4% | -4.7% | -20.7% | -26.3% |
| 1Y | -21.8% | -30.5% | +8.7% | -17.7% |
| 3Y | +7.0% | -44.3% | +51.4% | +13.1% |
| All | -23.0% | -67.2% | +44.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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