+7.0%
IDXX vs SM
-0.9%
+7.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.7% | +4.6% | -10.3% | -6.0% |
| 30D | -11.5% | +18.2% | -29.8% | -12.5% |
| 3M | -9.5% | +22.5% | -32.1% | -10.9% |
| 6M | -16.0% | +50.6% | -66.5% | -19.5% |
| YTD | -25.4% | +108.1% | -133.5% | -31.6% |
| 1Y | -21.8% | +46.0% | -67.8% | -24.7% |
| 3Y | +7.0% | +2.9% | +4.2% | +1.8% |
| All | +7.0% | -0.9% | +7.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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