-21.8%
IP vs IDXX
-25.3%
+3.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.9% |
| 7D | -4.6% | -4.4% | -0.1% | -3.6% |
| 30D | -15.3% | -13.5% | -1.7% | -12.6% |
| 3M | +2.7% | -11.0% | +13.7% | +5.2% |
| 6M | -7.4% | -15.6% | +8.2% | -4.2% |
| YTD | -8.8% | -23.9% | +15.0% | -4.0% |
| 1Y | -22.4% | -21.4% | -1.0% | -19.0% |
| 3Y | +14.2% | +10.6% | +3.6% | +8.2% |
| 5Y | -21.8% | -23.9% | +2.1% | -30.0% |
| All | -21.8% | -25.3% | +3.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling