-22.6%
IP vs IDXX
-22.4%
-0.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -5.9% | -4.3% | -1.6% | -4.5% |
| 30D | -17.0% | -13.7% | -3.4% | -13.1% |
| 3M | +8.9% | -9.1% | +17.9% | +12.0% |
| 6M | -10.0% | -15.4% | +5.5% | -6.0% |
| YTD | -9.8% | -25.1% | +15.4% | -4.6% |
| 1Y | -22.6% | -20.6% | -2.0% | -16.6% |
| All | -22.6% | -22.4% | -0.1% | -16.6% |
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