+1,011.3%
IDXX vs FIVE
+848.6%
+162.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.4% |
| 7D | -4.4% | +1.7% | -6.1% | -4.8% |
| 30D | -13.5% | +5.0% | -18.5% | -14.5% |
| 3M | -11.0% | +29.5% | -40.5% | -15.9% |
| 6M | -15.6% | +12.4% | -28.0% | -18.3% |
| YTD | -23.9% | +31.2% | -55.0% | -28.7% |
| 1Y | -21.4% | +72.9% | -94.3% | -30.7% |
| 3Y | +10.6% | +53.0% | -42.4% | -5.2% |
| 5Y | -23.9% | +34.2% | -58.0% | -34.3% |
| 10Y | +368.4% | +497.6% | -129.2% | +215.4% |
| All | +1,011.3% | +848.6% | +162.7% | +620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling