+352.1%
IDXX vs RNG
+222.9%
+129.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.7% | -6.1% | +0.4% | -4.4% |
| 30D | -11.5% | +9.6% | -21.2% | -13.5% |
| 3M | -9.5% | +83.3% | -92.9% | -21.8% |
| 6M | -16.0% | +77.9% | -93.9% | -27.8% |
| YTD | -25.4% | +139.9% | -165.3% | -41.5% |
| 1Y | -21.8% | +121.7% | -143.4% | -37.8% |
| 3Y | +7.0% | +121.9% | -114.8% | -19.3% |
| 5Y | -26.0% | -68.4% | +42.4% | -18.2% |
| All | +352.1% | +222.9% | +129.2% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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