+68.3%
PL vs IDXX
-25.5%
+93.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.1% |
| 7D | -9.0% | -4.3% | -4.7% | -6.7% |
| 30D | -29.6% | -13.7% | -15.9% | -23.6% |
| 3M | -45.7% | -9.1% | -36.6% | -43.7% |
| 6M | -34.3% | -15.4% | -18.9% | -29.5% |
| YTD | -15.4% | -25.1% | +9.8% | -2.0% |
| 1Y | +86.1% | -20.6% | +106.7% | +104.8% |
| 3Y | +509.1% | +8.7% | +500.4% | +410.8% |
| 5Y | +68.3% | -25.7% | +94.0% | +67.2% |
| All | +68.3% | -25.5% | +93.8% | +67.2% |
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 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