+575.8%
IDXX vs RACE
+654.6%
-78.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.9% |
| 7D | -5.7% | +0.9% | -6.7% | -6.1% |
| 30D | -11.5% | +1.6% | -13.2% | -12.3% |
| 3M | -9.5% | +13.2% | -22.7% | -14.5% |
| 6M | -16.0% | +22.9% | -38.8% | -23.7% |
| YTD | -25.4% | +13.3% | -38.7% | -30.2% |
| 1Y | -21.8% | -12.7% | -9.1% | -19.0% |
| 3Y | +7.0% | +40.3% | -33.2% | -14.2% |
| 5Y | -26.0% | +96.5% | -122.5% | -49.5% |
| 10Y | +358.9% | +827.5% | -468.6% | +92.3% |
| All | +575.8% | +654.6% | -78.8% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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