+103.4%
IDXX vs REPL
-19.2%
+122.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.3% |
| 7D | -5.7% | -14.1% | +8.4% | -5.3% |
| 30D | -11.5% | -15.2% | +3.7% | -11.1% |
| 3M | -9.5% | +49.9% | -59.4% | -12.1% |
| 6M | -16.0% | +63.5% | -79.5% | -21.4% |
| YTD | -25.4% | +32.9% | -58.3% | -29.7% |
| 1Y | -21.8% | +115.0% | -136.7% | -29.8% |
| 3Y | +7.0% | -34.7% | +41.8% | -8.4% |
| 5Y | -26.0% | -59.7% | +33.7% | -35.5% |
| All | +103.4% | -19.2% | +122.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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