-75.0%
QS vs IDXX
-26.5%
-48.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | -3.6% | -5.7% | +2.1% | +0.2% |
| 30D | -17.2% | -11.5% | -5.7% | -10.4% |
| 3M | -27.0% | -9.5% | -17.4% | -22.9% |
| 6M | -24.6% | -16.0% | -8.6% | -16.9% |
| YTD | -49.3% | -25.4% | -23.9% | -39.3% |
| 1Y | -40.3% | -21.8% | -18.6% | -33.0% |
| 3Y | -23.8% | +7.0% | -30.8% | -42.6% |
| All | -75.0% | -26.5% | -48.5% | -74.8% |
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