+7.0%
IDXX vs DVA
+89.6%
-82.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | -11.5% | 0.0% | -11.6% | -11.6% |
| 3M | -9.5% | -10.9% | +1.4% | -8.3% |
| 6M | -16.0% | +17.3% | -33.2% | -19.3% |
| YTD | -25.4% | +59.8% | -85.2% | -33.1% |
| 1Y | -21.8% | +36.3% | -58.0% | -27.1% |
| 3Y | +7.0% | +88.6% | -81.6% | -10.1% |
| All | +7.0% | +89.6% | -82.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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