+352.1%
IDXX vs FDS
+64.8%
+287.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.2% |
| 7D | -5.7% | -14.0% | +8.3% | +0.8% |
| 30D | -11.5% | -6.2% | -5.3% | -9.3% |
| 3M | -9.5% | +10.2% | -19.7% | -14.6% |
| 6M | -16.0% | +27.4% | -43.4% | -27.4% |
| YTD | -25.4% | -9.3% | -16.1% | -24.4% |
| 1Y | -21.8% | -28.6% | +6.9% | -11.2% |
| 3Y | +7.0% | -36.8% | +43.9% | +27.4% |
| 5Y | -26.0% | -28.6% | +2.7% | -17.4% |
| All | +352.1% | +64.8% | +287.3% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling