+352.1%
IDXX vs IRM
+440.8%
-88.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | -5.7% | -1.4% | -4.3% | -5.3% |
| 30D | -11.5% | -7.4% | -4.2% | -9.6% |
| 3M | -9.5% | -7.4% | -2.2% | -8.0% |
| 6M | -16.0% | +8.7% | -24.6% | -19.2% |
| YTD | -25.4% | +40.9% | -66.3% | -34.5% |
| 1Y | -21.8% | +20.5% | -42.3% | -27.9% |
| 3Y | +7.0% | +101.7% | -94.7% | -18.6% |
| 5Y | -26.0% | +197.7% | -223.6% | -50.0% |
| All | +352.1% | +440.8% | -88.7% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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