+91.5%
RIO vs IDXX
-26.5%
+118.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -3.2% | -5.7% | +2.5% | -2.2% |
| 30D | +0.9% | -11.5% | +12.5% | +3.1% |
| 3M | -1.4% | -9.5% | +8.1% | +0.1% |
| 6M | +10.9% | -16.0% | +26.9% | +14.0% |
| YTD | +31.2% | -25.4% | +56.6% | +37.7% |
| 1Y | +67.9% | -21.8% | +89.7% | +73.9% |
| 3Y | +88.8% | +7.0% | +81.8% | +77.4% |
| All | +91.5% | -26.5% | +118.1% | +76.6% |
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