+352.1%
IDXX vs URA
+346.2%
+5.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -5.7% | -5.5% | -0.2% | -4.6% |
| 30D | -11.5% | -3.7% | -7.9% | -11.0% |
| 3M | -9.5% | -2.9% | -6.6% | -9.5% |
| 6M | -16.0% | -15.2% | -0.7% | -14.0% |
| YTD | -25.4% | +1.9% | -27.3% | -27.7% |
| 1Y | -21.8% | +6.9% | -28.7% | -26.2% |
| 3Y | +7.0% | +99.6% | -92.6% | -18.0% |
| 5Y | -26.0% | +101.2% | -127.1% | -45.4% |
| All | +352.1% | +346.2% | +5.9% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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