+352.1%
IDXX vs VEU
+155.0%
+197.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.3% |
| 7D | -5.7% | -1.4% | -4.3% | -4.5% |
| 30D | -11.5% | -0.4% | -11.1% | -11.3% |
| 3M | -9.5% | +2.5% | -12.1% | -12.1% |
| 6M | -16.0% | +11.1% | -27.1% | -24.8% |
| YTD | -25.4% | +16.5% | -41.9% | -36.3% |
| 1Y | -21.8% | +22.9% | -44.7% | -36.7% |
| 3Y | +7.0% | +73.4% | -66.4% | -37.9% |
| 5Y | -26.0% | +56.1% | -82.1% | -52.6% |
| All | +352.1% | +155.0% | +197.1% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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