+352.1%
IDXX vs USFR
+28.1%
+323.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -5.7% | +0.1% | -5.9% | -5.8% |
| 30D | -11.5% | +0.4% | -11.9% | -11.8% |
| 3M | -9.5% | +1.0% | -10.6% | -10.2% |
| 6M | -16.0% | +2.0% | -17.9% | -17.2% |
| YTD | -25.4% | +2.8% | -28.2% | -26.9% |
| 1Y | -21.8% | +4.1% | -25.9% | -24.2% |
| 3Y | +7.0% | +14.1% | -7.1% | -4.2% |
| 5Y | -26.0% | +20.6% | -46.5% | -37.0% |
| All | +352.1% | +28.1% | +323.9% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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