+38.4%
IGV vs IDXX
+7.6%
+30.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.9% | -5.7% | +2.8% | -1.4% |
| 30D | -1.5% | -11.5% | +10.0% | +1.7% |
| 3M | +11.7% | -9.5% | +21.2% | +14.5% |
| 6M | +18.4% | -16.0% | +34.4% | +23.6% |
| YTD | -3.9% | -25.4% | +21.5% | +3.3% |
| 1Y | -9.7% | -21.8% | +12.1% | -4.4% |
| 3Y | +38.4% | +7.0% | +31.4% | +28.2% |
| All | +38.4% | +7.6% | +30.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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