+15.9%
IP vs IDXX
+362.2%
-346.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -5.9% | -4.3% | -1.6% | -4.9% |
| 30D | -17.0% | -13.7% | -3.4% | -14.1% |
| 3M | +8.9% | -9.1% | +17.9% | +11.3% |
| 6M | -10.0% | -15.4% | +5.5% | -6.4% |
| YTD | -9.8% | -25.1% | +15.4% | -3.7% |
| 1Y | -22.6% | -20.6% | -2.0% | -18.8% |
| 3Y | +13.1% | +8.7% | +4.3% | +6.7% |
| 5Y | -22.3% | -25.7% | +3.4% | -21.8% |
| All | +15.9% | +362.2% | -346.3% | -25.7% |
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