-23.0%
IDXX vs FIVE
+30.8%
-53.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | -5.7% | -3.0% | -2.7% | -5.0% |
| 30D | -11.5% | +2.7% | -14.3% | -12.3% |
| 3M | -9.5% | +21.1% | -30.6% | -14.2% |
| 6M | -16.0% | +11.9% | -27.9% | -19.2% |
| YTD | -25.4% | +29.9% | -55.3% | -31.1% |
| 1Y | -21.8% | +67.8% | -89.6% | -32.7% |
| 3Y | +7.0% | +52.8% | -45.7% | -9.8% |
| All | -23.0% | +30.8% | -53.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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