+352.1%
IDXX vs TRU
+147.2%
+204.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.8% |
| 7D | -5.7% | -2.7% | -3.0% | -4.6% |
| 30D | -11.5% | -2.0% | -9.5% | -11.0% |
| 3M | -9.5% | +18.4% | -28.0% | -16.2% |
| 6M | -16.0% | +8.9% | -24.8% | -19.8% |
| YTD | -25.4% | -8.9% | -16.5% | -24.2% |
| 1Y | -21.8% | -15.9% | -5.9% | -18.3% |
| 3Y | +7.0% | -1.1% | +8.1% | -2.4% |
| 5Y | -26.0% | -35.2% | +9.2% | -19.6% |
| All | +352.1% | +147.2% | +204.9% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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