+352.1%
IDXX vs RRX
+228.4%
+123.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.0% | -1.4% |
| 7D | -5.7% | -0.3% | -5.4% | -5.7% |
| 30D | -11.5% | -6.1% | -5.4% | -10.1% |
| 3M | -9.5% | -23.1% | +13.5% | -4.1% |
| 6M | -16.0% | -19.5% | +3.6% | -13.2% |
| YTD | -25.4% | +16.1% | -41.5% | -32.0% |
| 1Y | -21.8% | +12.9% | -34.7% | -28.5% |
| 3Y | +7.0% | +7.9% | -0.9% | -5.5% |
| 5Y | -26.0% | +19.1% | -45.1% | -38.2% |
| All | +352.1% | +228.4% | +123.7% | +153.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling