+352.1%
IDXX vs EFV
+169.9%
+182.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.2% |
| 7D | -5.7% | -0.8% | -4.9% | -5.1% |
| 30D | -11.5% | +0.6% | -12.2% | -12.0% |
| 3M | -9.5% | +7.5% | -17.1% | -14.5% |
| 6M | -16.0% | +13.0% | -29.0% | -23.7% |
| YTD | -25.4% | +18.3% | -43.7% | -34.7% |
| 1Y | -21.8% | +26.7% | -48.5% | -35.0% |
| 3Y | +7.0% | +89.6% | -82.5% | -34.5% |
| 5Y | -26.0% | +98.2% | -124.2% | -56.3% |
| All | +352.1% | +169.9% | +182.2% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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