+352.1%
IDXX vs SIRI
-10.2%
+362.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | -11.5% | +2.5% | -14.0% | -12.2% |
| 3M | -9.5% | +6.6% | -16.2% | -11.0% |
| 6M | -16.0% | +32.9% | -48.8% | -21.6% |
| YTD | -25.4% | +50.5% | -75.9% | -32.5% |
| 1Y | -21.8% | +28.0% | -49.7% | -26.8% |
| 3Y | +7.0% | -22.4% | +29.4% | +7.0% |
| 5Y | -26.0% | -41.3% | +15.3% | -24.2% |
| All | +352.1% | -10.2% | +362.3% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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