-6.9%
IDXX vs QSR
+22.6%
-29.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +16.4% | +7.6% | +8.9% | +12.9% |
| 30D | +30.1% | +11.8% | +18.3% | +24.6% |
| 3M | +14.7% | +6.4% | +8.3% | +11.0% |
| 6M | +19.1% | -2.1% | +21.2% | +17.8% |
| YTD | -0.9% | +18.3% | -19.1% | -9.7% |
| 1Y | -6.9% | +21.4% | -28.3% | -17.2% |
| All | -6.9% | +22.6% | -29.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling