+7.0%
IDXX vs EOSE
+42.6%
-35.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.7% | +1.8% | -7.5% | -5.8% |
| 30D | -11.5% | -6.8% | -4.7% | -11.4% |
| 3M | -9.5% | -36.3% | +26.8% | -8.2% |
| 6M | -16.0% | -38.8% | +22.8% | -15.4% |
| YTD | -25.4% | -65.5% | +40.1% | -23.4% |
| 1Y | -21.8% | -45.3% | +23.5% | -23.1% |
| 3Y | +7.0% | +44.2% | -37.1% | -6.5% |
| All | +7.0% | +42.6% | -35.6% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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