+2,412.2%
IDXX vs VIG
+615.8%
+1,796.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.1% |
| 7D | -5.7% | -1.1% | -4.7% | -4.7% |
| 30D | -11.5% | -2.7% | -8.8% | -8.9% |
| 3M | -9.5% | +2.5% | -12.1% | -11.7% |
| 6M | -16.0% | +9.2% | -25.2% | -23.1% |
| YTD | -25.4% | +9.8% | -35.2% | -32.1% |
| 1Y | -21.8% | +12.4% | -34.2% | -30.4% |
| 3Y | +7.0% | +55.9% | -48.9% | -31.1% |
| 5Y | -26.0% | +63.9% | -89.9% | -53.6% |
| 10Y | +358.9% | +249.1% | +109.9% | +39.7% |
| All | +2,412.2% | +615.8% | +1,796.4% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling