+5,758.4%
IDXX vs IAG
+372.4%
+5,386.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -5.7% | -1.1% | -4.7% | -5.7% |
| 30D | -11.5% | +12.1% | -23.7% | -12.3% |
| 3M | -9.5% | +25.5% | -35.1% | -11.2% |
| 6M | -16.0% | -7.1% | -8.8% | -16.1% |
| YTD | -25.4% | +22.9% | -48.3% | -27.2% |
| 1Y | -21.8% | +83.3% | -105.1% | -26.0% |
| 3Y | +7.0% | +808.5% | -801.5% | -11.2% |
| 5Y | -26.0% | +838.0% | -863.9% | -40.0% |
| 10Y | +358.9% | +418.2% | -59.2% | +267.8% |
| All | +5,758.4% | +372.4% | +5,386.0% | +3,563.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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