+88.9%
RF vs IDXX
-25.5%
+114.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -1.6% | -4.3% | +2.7% | -0.5% |
| 30D | -4.3% | -13.7% | +9.4% | -0.7% |
| 3M | +5.9% | -9.1% | +14.9% | +8.2% |
| 6M | +14.1% | -15.4% | +29.6% | +18.6% |
| YTD | +13.8% | -25.1% | +38.9% | +21.8% |
| 1Y | +15.2% | -20.6% | +35.8% | +21.0% |
| 3Y | +90.6% | +8.7% | +81.8% | +76.3% |
| 5Y | +88.9% | -25.7% | +114.6% | +67.0% |
| All | +88.9% | -25.5% | +114.4% | +67.0% |
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