+352.1%
IDXX vs FLR
+19.7%
+332.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -5.7% | -3.5% | -2.2% | -5.5% |
| 30D | -11.5% | +4.2% | -15.7% | -11.8% |
| 3M | -9.5% | +8.1% | -17.6% | -10.3% |
| 6M | -16.0% | +21.5% | -37.5% | -17.6% |
| YTD | -25.4% | +36.8% | -62.2% | -27.5% |
| 1Y | -21.8% | +31.2% | -53.0% | -23.8% |
| 3Y | +7.0% | +53.9% | -46.9% | +1.8% |
| 5Y | -26.0% | +243.0% | -269.0% | -32.3% |
| All | +352.1% | +19.7% | +332.3% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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