+217.8%
INTU vs IDXX
+360.5%
-142.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -3.3% | -5.7% | +2.4% | -0.2% |
| 30D | -3.9% | -11.5% | +7.6% | +2.6% |
| 3M | +16.6% | -9.5% | +26.2% | +23.1% |
| 6M | -26.4% | -16.0% | -10.5% | -19.6% |
| YTD | -51.0% | -25.4% | -25.6% | -43.1% |
| 1Y | -50.8% | -21.8% | -29.0% | -45.0% |
| 3Y | -40.1% | +7.0% | -47.1% | -48.2% |
| 5Y | -41.2% | -26.0% | -15.3% | -37.8% |
| All | +217.8% | +360.5% | -142.7% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling