+14.3%
IP vs IDXX
+9.8%
+4.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.9% |
| 7D | -4.6% | -4.4% | -0.1% | -3.8% |
| 30D | -15.3% | -13.5% | -1.7% | -12.9% |
| 3M | +2.7% | -11.0% | +13.7% | +4.8% |
| 6M | -7.4% | -15.6% | +8.2% | -4.8% |
| YTD | -8.8% | -23.9% | +15.0% | -5.1% |
| 1Y | -22.4% | -21.4% | -1.0% | -19.6% |
| All | +14.3% | +9.8% | +4.6% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling