-3.3%
IDXX vs RVTY
+74.0%
-77.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.5% |
| 7D | +24.1% | -3.6% | +27.7% | +25.3% |
| 30D | +32.5% | +1.4% | +31.2% | +31.8% |
| 3M | +18.8% | +43.2% | -24.4% | +4.6% |
| 6M | +24.0% | +84.5% | -60.4% | -2.5% |
| YTD | +3.3% | +65.2% | -61.9% | -16.8% |
| 1Y | -3.3% | +74.3% | -77.6% | -25.5% |
| All | -3.3% | +74.0% | -77.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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