+352.1%
IDXX vs M
-3.0%
+355.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -1.2% |
| 7D | -5.7% | -4.2% | -1.5% | -5.3% |
| 30D | -11.5% | -7.2% | -4.4% | -10.9% |
| 3M | -9.5% | -11.1% | +1.6% | -8.5% |
| 6M | -16.0% | +28.8% | -44.7% | -18.4% |
| YTD | -25.4% | +2.0% | -27.4% | -25.9% |
| 1Y | -21.8% | +31.3% | -53.0% | -24.4% |
| 3Y | +7.0% | +119.1% | -112.0% | -3.8% |
| 5Y | -26.0% | +29.7% | -55.6% | -31.0% |
| All | +352.1% | -3.0% | +355.1% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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