-21.8%
IDXX vs EFV
+27.7%
-49.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.0% |
| 7D | -5.7% | -0.8% | -4.9% | -5.2% |
| 30D | -11.5% | +0.6% | -12.2% | -11.9% |
| 3M | -9.5% | +7.5% | -17.1% | -13.9% |
| 6M | -16.0% | +13.0% | -29.0% | -22.7% |
| YTD | -25.4% | +18.3% | -43.7% | -33.7% |
| 1Y | -21.8% | +26.7% | -48.5% | -35.3% |
| All | -21.8% | +27.7% | -49.4% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling