+352.1%
IDXX vs EL
+26.1%
+326.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -5.7% | -6.5% | +0.8% | -3.5% |
| 30D | -11.5% | +11.1% | -22.7% | -15.2% |
| 3M | -9.5% | +10.7% | -20.3% | -13.3% |
| 6M | -16.0% | +6.9% | -22.8% | -19.2% |
| YTD | -25.4% | -6.3% | -19.1% | -26.1% |
| 1Y | -21.8% | +13.5% | -35.2% | -28.6% |
| 3Y | +7.0% | -33.1% | +40.1% | +12.7% |
| 5Y | -26.0% | -68.8% | +42.8% | +4.1% |
| All | +352.1% | +26.1% | +326.0% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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