-3.3%
IDXX vs RRX
+30.0%
-33.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.6% | +7.6% | +4.3% |
| 7D | +24.1% | +7.6% | +16.5% | +23.0% |
| 30D | +32.5% | +7.5% | +25.0% | +31.2% |
| 3M | +18.8% | -21.0% | +39.8% | +21.8% |
| 6M | +24.0% | -18.1% | +42.1% | +25.5% |
| YTD | +3.3% | +24.3% | -21.0% | -7.7% |
| 1Y | -3.3% | +29.3% | -32.6% | -16.1% |
| All | -3.3% | +30.0% | -33.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling