+408.0%
META vs IDXX
+360.5%
+47.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +5.1% | -5.7% | +10.8% | +8.0% |
| 30D | +12.0% | -11.5% | +23.5% | +18.4% |
| 3M | +14.1% | -9.5% | +23.6% | +19.2% |
| 6M | -0.9% | -16.0% | +15.1% | +6.9% |
| YTD | -1.7% | -25.4% | +23.7% | +11.8% |
| 1Y | -13.4% | -21.8% | +8.4% | -5.0% |
| 3Y | +112.6% | +7.0% | +105.5% | +84.3% |
| 5Y | +72.6% | -26.0% | +98.6% | +77.0% |
| All | +408.0% | +360.5% | +47.5% | +135.0% |
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 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