+302.0%
TRV vs IDXX
+360.5%
-58.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.1% |
| 7D | +1.9% | -5.7% | +7.7% | +2.9% |
| 30D | +1.7% | -11.5% | +13.3% | +3.8% |
| 3M | +23.9% | -9.5% | +33.4% | +25.7% |
| 6M | +26.3% | -16.0% | +42.2% | +29.5% |
| YTD | +30.8% | -25.4% | +56.2% | +36.7% |
| 1Y | +36.3% | -21.8% | +58.1% | +40.8% |
| 3Y | +145.0% | +7.0% | +138.0% | +133.5% |
| 5Y | +163.9% | -26.0% | +189.8% | +168.0% |
| All | +302.0% | +360.5% | -58.5% | +155.3% |
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