-21.8%
IDXX vs EXR
-0.7%
-21.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -5.7% | -1.2% | -4.6% | -5.4% |
| 30D | -11.5% | -6.2% | -5.3% | -9.6% |
| 3M | -9.5% | -7.4% | -2.1% | -7.2% |
| 6M | -16.0% | -0.5% | -15.4% | -15.8% |
| YTD | -25.4% | +8.1% | -33.5% | -26.5% |
| 1Y | -21.8% | -2.9% | -18.9% | -21.9% |
| All | -21.8% | -0.7% | -21.1% | -21.9% |
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