+3,995.8%
IDXX vs EXR
+2,630.3%
+1,365.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| YTD | -25.4% | +8.1% | -33.5% | -27.6% |
| 1Y | -21.8% | -2.9% | -18.9% | -21.4% |
| 3Y | +7.0% | +22.9% | -15.9% | -2.1% |
| 5Y | -26.0% | -10.2% | -15.8% | -25.5% |
| 10Y | +358.9% | +151.7% | +207.3% | +224.7% |
| All | +3,995.8% | +2,630.3% | +1,365.5% | +1,248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling