+3,755.6%
IDXX vs MKTX
+1,442.6%
+2,313.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -11.5% | +0.7% | -12.3% | -11.7% |
| 3M | -9.5% | +40.8% | -50.3% | -16.4% |
| 6M | -16.0% | -8.0% | -8.0% | -15.5% |
| YTD | -25.4% | -8.7% | -16.7% | -25.0% |
| 1Y | -21.8% | -11.8% | -9.9% | -21.0% |
| 3Y | +7.0% | -24.0% | +31.1% | +9.3% |
| 5Y | -26.0% | -60.3% | +34.4% | -14.9% |
| 10Y | +358.9% | +5.0% | +354.0% | +342.6% |
| All | +3,755.6% | +1,442.6% | +2,313.0% | +1,991.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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