+16.5%
JD vs IDXX
+360.5%
-343.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.2% | -5.7% | +1.5% | -1.8% |
| 30D | -14.4% | -11.5% | -2.8% | -9.9% |
| 3M | -3.6% | -9.5% | +6.0% | +0.2% |
| 6M | -0.3% | -16.0% | +15.7% | +6.3% |
| YTD | -2.4% | -25.4% | +23.0% | +9.2% |
| 1Y | -18.5% | -21.8% | +3.2% | -11.8% |
| 3Y | -7.0% | +7.0% | -14.1% | -18.6% |
| 5Y | -61.7% | -26.0% | -35.7% | -60.6% |
| All | +16.5% | +360.5% | -343.9% | -46.2% |
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