-22.0%
IDXX vs Q
+79.8%
-101.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | -5.7% | +4.9% | -10.7% | -6.1% |
| 30D | -11.5% | -11.0% | -0.6% | -10.7% |
| 3M | -9.5% | -15.2% | +5.6% | -8.8% |
| 6M | -16.0% | +8.8% | -24.8% | -20.5% |
| YTD | -25.4% | +55.1% | -80.5% | -33.8% |
| All | -22.0% | +79.8% | -101.8% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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