+7.0%
IDXX vs DRI
+54.5%
-47.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -5.7% | -3.2% | -2.5% | -4.7% |
| 30D | -11.5% | -7.8% | -3.7% | -9.3% |
| 3M | -9.5% | +0.4% | -9.9% | -9.9% |
| 6M | -16.0% | +4.8% | -20.8% | -17.6% |
| YTD | -25.4% | +16.7% | -42.1% | -29.7% |
| 1Y | -21.8% | +1.5% | -23.2% | -22.9% |
| 3Y | +7.0% | +56.3% | -49.2% | -16.3% |
| All | +7.0% | +54.5% | -47.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling