+1,566.9%
IDXX vs URA
-29.9%
+1,596.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -4.4% | +5.7% | -10.2% | -5.7% |
| 30D | -13.5% | +5.6% | -19.1% | -14.8% |
| 3M | -11.0% | +6.2% | -17.2% | -12.8% |
| 6M | -15.6% | -8.2% | -7.4% | -15.2% |
| YTD | -23.9% | +9.7% | -33.5% | -27.4% |
| 1Y | -21.4% | +17.0% | -38.4% | -27.3% |
| 3Y | +10.6% | +118.5% | -107.9% | -16.0% |
| 5Y | -23.9% | +134.3% | -158.2% | -45.0% |
| 10Y | +368.4% | +377.5% | -9.0% | +163.7% |
| All | +1,566.9% | -29.9% | +1,596.8% | +1,324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling