+17.6%
IP vs IDXX
+540.7%
-523.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.2% |
| 7D | -0.3% | +4.2% | -4.5% | -1.2% |
| 30D | +7.9% | +33.1% | -25.2% | +0.4% |
| 3M | -15.3% | +24.2% | -39.5% | -19.9% |
| 6M | +10.5% | +33.2% | -22.7% | +2.8% |
| YTD | -9.4% | +4.1% | -13.5% | -11.0% |
| 1Y | -4.6% | +0.4% | -5.0% | -5.6% |
| 3Y | +21.2% | +62.9% | -41.6% | +3.5% |
| 5Y | -13.3% | +12.1% | -25.4% | -21.3% |
| All | +17.6% | +540.7% | -523.1% | -25.5% |
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 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