+629.3%
ON vs IDXX
+360.5%
+268.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +2.4% | -5.7% | +8.1% | +5.7% |
| 30D | -8.6% | -11.5% | +2.9% | -2.6% |
| 3M | -34.3% | -9.5% | -24.8% | -31.5% |
| 6M | +28.5% | -16.0% | +44.5% | +38.5% |
| YTD | +40.6% | -25.4% | +66.0% | +61.5% |
| 1Y | +55.3% | -21.8% | +77.1% | +71.9% |
| 3Y | -22.2% | +7.0% | -29.2% | -35.7% |
| 5Y | +62.4% | -26.0% | +88.3% | +65.6% |
| All | +629.3% | +360.5% | +268.8% | +165.1% |
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