+12.2%
IOT vs IDXX
-16.0%
+28.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.6% | +3.2% |
| 7D | -2.3% | -3.5% | +1.2% | -0.5% |
| 30D | +3.8% | -8.4% | +12.2% | +8.3% |
| 3M | +14.2% | -5.2% | +19.4% | +16.9% |
| 6M | +40.1% | -17.5% | +57.6% | +51.9% |
| YTD | +13.4% | -20.9% | +34.3% | +25.8% |
| 1Y | +12.2% | -16.4% | +28.6% | +23.5% |
| All | +12.2% | -16.0% | +28.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling