+352.1%
IDXX vs IT
+103.1%
+249.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.6% | -2.4% |
| 7D | -5.7% | -3.7% | -2.1% | -4.5% |
| 30D | -11.5% | +0.1% | -11.6% | -12.0% |
| 3M | -9.5% | +20.7% | -30.2% | -17.9% |
| 6M | -16.0% | +12.0% | -27.9% | -22.4% |
| YTD | -25.4% | -28.8% | +3.4% | -17.8% |
| 1Y | -21.8% | -25.5% | +3.7% | -16.4% |
| 3Y | +7.0% | -48.8% | +55.8% | +31.2% |
| 5Y | -26.0% | -42.7% | +16.8% | -14.5% |
| All | +352.1% | +103.1% | +249.0% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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