+53,289.7%
IDXX vs DD
+1,128.7%
+52,161.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.7% | -3.5% | -2.2% | -4.8% |
| 30D | -11.5% | -11.7% | +0.1% | -8.6% |
| 3M | -9.5% | -9.2% | -0.3% | -7.3% |
| 6M | -16.0% | -7.2% | -8.8% | -14.8% |
| YTD | -25.4% | +6.6% | -32.0% | -27.2% |
| 1Y | -21.8% | +32.0% | -53.8% | -28.1% |
| 3Y | +7.0% | +42.1% | -35.1% | -4.8% |
| 5Y | -26.0% | +58.1% | -84.0% | -36.3% |
| 10Y | +358.9% | +65.3% | +293.6% | +269.1% |
| All | +53,289.7% | +1,128.7% | +52,161.0% | +23,793.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling