+352.1%
IDXX vs RBA
+206.5%
+145.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -1.6% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -11.5% | -2.9% | -8.6% | -10.8% |
| 3M | -9.5% | -20.9% | +11.4% | -3.0% |
| 6M | -16.0% | -17.7% | +1.7% | -11.3% |
| YTD | -25.4% | -18.2% | -7.2% | -21.3% |
| 1Y | -21.8% | -29.1% | +7.3% | -13.7% |
| 3Y | +7.0% | +29.5% | -22.5% | -4.3% |
| 5Y | -26.0% | +40.2% | -66.2% | -37.3% |
| All | +352.1% | +206.5% | +145.6% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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