+1,393.1%
NET vs IDXX
+149.8%
+1,243.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.4% |
| 7D | -4.3% | +22.6% | -26.9% | -19.7% |
| 30D | -21.6% | +33.4% | -55.1% | -38.5% |
| 3M | -5.5% | +14.6% | -20.1% | -17.4% |
| 6M | +8.1% | +16.7% | -8.6% | -7.5% |
| YTD | +36.3% | -0.1% | +36.4% | +30.0% |
| 1Y | +19.0% | -5.3% | +24.3% | +17.7% |
| 3Y | +325.8% | +59.8% | +266.0% | +129.8% |
| 5Y | +36.2% | +6.1% | +30.2% | +6.7% |
| All | +1,393.1% | +149.8% | +1,243.2% | +709.5% |
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