-16.4%
IDXX vs VIG
+16.9%
-33.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.8% |
| 7D | -3.5% | -0.4% | -3.1% | -3.0% |
| 30D | -8.4% | -1.0% | -7.5% | -7.2% |
| 3M | -5.2% | +2.8% | -8.0% | -8.3% |
| 6M | -17.5% | +8.2% | -25.7% | -24.9% |
| YTD | -20.9% | +11.0% | -31.9% | -29.6% |
| 1Y | -16.4% | +16.1% | -32.5% | -27.7% |
| All | -16.4% | +16.9% | -33.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling