+352.1%
IDXX vs DD
+66.6%
+285.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.7% | -3.5% | -2.2% | -4.6% |
| 30D | -11.5% | -11.7% | +0.1% | -7.9% |
| 3M | -9.5% | -9.2% | -0.3% | -6.8% |
| 6M | -16.0% | -7.2% | -8.8% | -14.6% |
| YTD | -25.4% | +6.6% | -32.0% | -27.8% |
| 1Y | -21.8% | +32.0% | -53.8% | -29.8% |
| 3Y | +7.0% | +42.1% | -35.1% | -8.2% |
| 5Y | -26.0% | +58.1% | -84.0% | -39.2% |
| All | +352.1% | +66.6% | +285.5% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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