+25,030.2%
IDXX vs SM
+1,689.9%
+23,340.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -4.3% | +2.1% | -6.4% | -4.5% |
| 30D | -13.7% | +18.1% | -31.8% | -15.0% |
| 3M | -9.1% | +17.0% | -26.0% | -10.7% |
| 6M | -15.4% | +55.4% | -70.8% | -19.5% |
| YTD | -25.1% | +108.6% | -133.7% | -30.8% |
| 1Y | -20.6% | +45.7% | -66.3% | -24.4% |
| 3Y | +8.7% | -0.3% | +9.1% | +5.4% |
| 5Y | -25.7% | +113.0% | -138.7% | -34.3% |
| 10Y | +360.6% | +21.0% | +339.6% | +247.0% |
| All | +25,030.2% | +1,689.9% | +23,340.3% | +12,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling