+3,109.5%
IDXX vs EFV
+255.9%
+2,853.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.1% |
| 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% | -13.8% |
| 6M | -16.0% | +13.0% | -29.0% | -22.5% |
| YTD | -25.4% | +18.3% | -43.7% | -33.3% |
| 1Y | -21.8% | +26.7% | -48.5% | -33.1% |
| 3Y | +7.0% | +89.6% | -82.5% | -29.1% |
| 5Y | -26.0% | +98.2% | -124.2% | -52.2% |
| 10Y | +358.9% | +167.4% | +191.6% | +142.6% |
| All | +3,109.5% | +255.9% | +2,853.6% | +1,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling