+7.0%
IDXX vs SITM
+452.7%
-445.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.9% |
| 7D | -5.7% | +3.9% | -9.6% | -6.1% |
| 30D | -11.5% | -6.6% | -5.0% | -11.2% |
| 3M | -9.5% | -11.9% | +2.3% | -9.5% |
| 6M | -16.0% | +81.1% | -97.1% | -25.4% |
| YTD | -25.4% | +80.0% | -105.4% | -34.3% |
| 1Y | -21.8% | +145.8% | -167.6% | -35.2% |
| 3Y | +7.0% | +475.9% | -468.8% | -31.0% |
| All | +7.0% | +452.7% | -445.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling