+7.0%
IDXX vs M
+112.2%
-105.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -1.7% |
| 7D | -5.7% | -4.2% | -1.5% | -5.1% |
| 30D | -11.5% | -7.2% | -4.4% | -10.5% |
| 3M | -9.5% | -11.1% | +1.6% | -7.9% |
| 6M | -16.0% | +28.8% | -44.7% | -19.6% |
| YTD | -25.4% | +2.0% | -27.4% | -26.2% |
| 1Y | -21.8% | +31.3% | -53.0% | -25.9% |
| 3Y | +7.0% | +119.1% | -112.0% | -17.9% |
| All | +7.0% | +112.2% | -105.2% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling