-20.9%
RMD vs IDXX
-26.5%
+5.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -4.4% | -5.7% | +1.3% | -2.2% |
| 30D | -3.1% | -11.5% | +8.4% | +1.6% |
| 3M | +13.8% | -9.5% | +23.3% | +18.5% |
| 6M | -8.6% | -16.0% | +7.4% | -2.3% |
| YTD | -8.6% | -25.4% | +16.8% | +1.9% |
| 1Y | -19.7% | -21.8% | +2.1% | -12.6% |
| 3Y | +48.4% | +7.0% | +41.3% | +37.2% |
| All | -20.9% | -26.5% | +5.6% | -18.8% |
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