-16.4%
IDXX vs EXR
+1.1%
-17.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -3.5% | -2.6% | -1.0% | -2.7% |
| 30D | -8.4% | -7.2% | -1.3% | -6.1% |
| 3M | -5.2% | -3.5% | -1.7% | -4.0% |
| 6M | -17.5% | -5.3% | -12.2% | -16.6% |
| YTD | -20.9% | +9.4% | -30.2% | -22.3% |
| 1Y | -16.4% | +1.3% | -17.7% | -17.2% |
| All | -16.4% | +1.1% | -17.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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