-23.0%
IDXX vs DAR
-9.0%
-14.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -11.5% | +2.6% | -14.2% | -12.2% |
| 3M | -9.5% | +14.2% | -23.8% | -12.4% |
| 6M | -16.0% | +17.2% | -33.1% | -19.5% |
| YTD | -25.4% | +80.9% | -106.3% | -35.5% |
| 1Y | -21.8% | +104.0% | -125.8% | -34.6% |
| 3Y | +7.0% | +3.6% | +3.4% | +3.9% |
| All | -23.0% | -9.0% | -14.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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