-23.0%
IDXX vs SCHG
+84.3%
-107.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.1% |
| 7D | -5.7% | -1.0% | -4.7% | -4.9% |
| 30D | -11.5% | -1.3% | -10.3% | -10.6% |
| 3M | -9.5% | +5.4% | -15.0% | -13.8% |
| 6M | -16.0% | +14.4% | -30.4% | -25.6% |
| YTD | -25.4% | +8.0% | -33.4% | -30.5% |
| 1Y | -21.8% | +12.7% | -34.5% | -30.0% |
| 3Y | +7.0% | +85.6% | -78.6% | -41.5% |
| All | -23.0% | +84.3% | -107.3% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling