+53,483.3%
IDXX vs RVTY
+1,818.8%
+51,664.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -1.0% |
| 7D | -4.3% | -7.4% | +3.1% | -2.3% |
| 30D | -13.7% | +4.5% | -18.2% | -14.8% |
| 3M | -9.1% | +19.5% | -28.5% | -13.7% |
| 6M | -15.4% | +34.1% | -49.5% | -22.4% |
| YTD | -25.1% | +25.3% | -50.4% | -30.2% |
| 1Y | -20.6% | +47.0% | -67.6% | -29.3% |
| 3Y | +8.7% | +14.1% | -5.4% | +1.8% |
| 5Y | -25.7% | -34.6% | +8.9% | -19.5% |
| 10Y | +360.6% | +136.0% | +224.7% | +276.1% |
| All | +53,483.3% | +1,818.8% | +51,664.5% | +27,405.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling