+199.1%
URI vs IDXX
-26.5%
+225.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.1% | -5.7% | +3.7% | +0.1% |
| 30D | -12.4% | -11.5% | -0.9% | -8.5% |
| 3M | -7.3% | -9.5% | +2.3% | -4.3% |
| 6M | +27.2% | -16.0% | +43.2% | +34.5% |
| YTD | +23.0% | -25.4% | +48.4% | +36.0% |
| 1Y | +3.9% | -21.8% | +25.7% | +12.1% |
| 3Y | +121.6% | +7.0% | +114.6% | +98.8% |
| All | +199.1% | -26.5% | +225.7% | +180.6% |
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