-23.0%
IDXX vs QSR
+40.5%
-63.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -5.7% | -4.0% | -1.7% | -3.8% |
| 30D | -11.5% | +2.8% | -14.3% | -12.9% |
| 3M | -9.5% | +5.1% | -14.6% | -12.0% |
| 6M | -16.0% | +8.8% | -24.8% | -20.3% |
| YTD | -25.4% | +14.8% | -40.2% | -31.5% |
| 1Y | -21.8% | +25.7% | -47.5% | -31.9% |
| 3Y | +7.0% | +27.5% | -20.5% | -10.9% |
| All | -23.0% | +40.5% | -63.5% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling