+7.0%
IDXX vs VIG
+55.8%
-48.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.3% |
| 7D | -5.7% | -1.1% | -4.7% | -4.3% |
| 30D | -11.5% | -2.7% | -8.8% | -8.1% |
| 3M | -9.5% | +2.5% | -12.1% | -12.4% |
| 6M | -16.0% | +9.2% | -25.2% | -25.1% |
| YTD | -25.4% | +9.8% | -35.2% | -33.9% |
| 1Y | -21.8% | +12.4% | -34.2% | -32.8% |
| 3Y | +7.0% | +55.9% | -48.9% | -46.7% |
| All | +7.0% | +55.8% | -48.8% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling