+271.5%
RMD vs IDXX
+360.5%
-89.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -4.4% | -5.7% | +1.3% | -1.9% |
| 30D | -3.1% | -11.5% | +8.4% | +2.1% |
| 3M | +13.8% | -9.5% | +23.3% | +18.9% |
| 6M | -8.6% | -16.0% | +7.4% | -1.7% |
| YTD | -8.6% | -25.4% | +16.8% | +3.0% |
| 1Y | -19.7% | -21.8% | +2.1% | -11.9% |
| 3Y | +48.4% | +7.0% | +41.3% | +36.1% |
| 5Y | -22.7% | -26.0% | +3.2% | -18.5% |
| All | +271.5% | +360.5% | -89.0% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling