-23.0%
IDXX vs VO
+42.1%
-65.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -1.3% |
| 7D | -5.7% | -1.5% | -4.2% | -4.0% |
| 30D | -11.5% | -3.0% | -8.5% | -8.3% |
| 3M | -9.5% | +2.8% | -12.4% | -12.6% |
| 6M | -16.0% | +10.9% | -26.9% | -26.0% |
| YTD | -25.4% | +12.5% | -37.9% | -35.3% |
| 1Y | -21.8% | +12.0% | -33.7% | -31.8% |
| 3Y | +7.0% | +56.3% | -49.2% | -38.2% |
| All | -23.0% | +42.1% | -65.1% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling