+352.1%
IDXX vs QSR
+135.2%
+216.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -5.7% | -4.0% | -1.7% | -4.3% |
| 30D | -11.5% | +2.8% | -14.3% | -12.6% |
| 3M | -9.5% | +5.1% | -14.6% | -11.4% |
| 6M | -16.0% | +8.8% | -24.8% | -19.0% |
| YTD | -25.4% | +14.8% | -40.2% | -29.7% |
| 1Y | -21.8% | +25.7% | -47.5% | -29.0% |
| 3Y | +7.0% | +27.5% | -20.5% | -4.3% |
| 5Y | -26.0% | +41.3% | -67.2% | -36.7% |
| All | +352.1% | +135.2% | +216.9% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling