-23.0%
IDXX vs ET
+241.8%
-264.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | -5.7% | +0.2% | -6.0% | -5.8% |
| 30D | -11.5% | +2.9% | -14.4% | -12.3% |
| 3M | -9.5% | +16.8% | -26.3% | -13.5% |
| 6M | -16.0% | +18.9% | -34.8% | -20.3% |
| YTD | -25.4% | +37.7% | -63.1% | -32.4% |
| 1Y | -21.8% | +32.4% | -54.2% | -28.3% |
| 3Y | +7.0% | +99.5% | -92.4% | -14.2% |
| All | -23.0% | +241.8% | -264.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling