+35.8%
IR vs IDXX
-26.5%
+62.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -4.5% | -5.7% | +1.2% | -2.3% |
| 30D | -13.9% | -11.5% | -2.4% | -9.9% |
| 3M | -0.3% | -9.5% | +9.2% | +3.3% |
| 6M | -14.3% | -16.0% | +1.6% | -8.8% |
| YTD | -7.9% | -25.4% | +17.5% | +2.2% |
| 1Y | -9.9% | -21.8% | +11.9% | -2.4% |
| 3Y | +6.5% | +7.0% | -0.5% | -2.1% |
| All | +35.8% | -26.5% | +62.4% | +31.7% |
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 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