-40.3%
QS vs IDXX
-20.8%
-19.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -3.6% | -5.7% | +2.1% | -2.9% |
| 30D | -17.2% | -11.5% | -5.7% | -15.9% |
| 3M | -27.0% | -9.5% | -17.4% | -26.1% |
| 6M | -24.6% | -16.0% | -8.6% | -22.8% |
| YTD | -49.3% | -25.4% | -23.9% | -47.7% |
| 1Y | -40.3% | -21.8% | -18.6% | -34.5% |
| All | -40.3% | -20.8% | -19.6% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling