-19.1%
IDXX vs IRE
-84.0%
+64.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -0.9% |
| 7D | -4.4% | +29.0% | -33.5% | -4.7% |
| 30D | -13.5% | +24.2% | -37.8% | -13.9% |
| 3M | -11.0% | -53.2% | +42.1% | -9.6% |
| 6M | -15.6% | -36.0% | +20.4% | -17.1% |
| YTD | -23.9% | -51.0% | +27.2% | -26.3% |
| All | -19.1% | -84.0% | +64.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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