+352.1%
IDXX vs VIG
+250.0%
+102.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.2% |
| 7D | -5.7% | -1.1% | -4.7% | -4.5% |
| 30D | -11.5% | -2.7% | -8.8% | -8.6% |
| 3M | -9.5% | +2.5% | -12.1% | -12.0% |
| 6M | -16.0% | +9.2% | -25.2% | -23.9% |
| YTD | -25.4% | +9.8% | -35.2% | -32.8% |
| 1Y | -21.8% | +12.4% | -34.2% | -31.4% |
| 3Y | +7.0% | +55.9% | -48.9% | -34.7% |
| 5Y | -26.0% | +63.9% | -89.9% | -56.3% |
| All | +352.1% | +250.0% | +102.0% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling