+71.3%
V vs IDXX
-26.5%
+97.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -1.2% | -5.7% | +4.5% | +0.2% |
| 30D | +3.1% | -11.5% | +14.6% | +6.1% |
| 3M | +16.3% | -9.5% | +25.9% | +18.9% |
| 6M | +20.4% | -16.0% | +36.3% | +24.9% |
| YTD | +6.3% | -25.4% | +31.7% | +13.2% |
| 1Y | +8.7% | -21.8% | +30.5% | +13.9% |
| 3Y | +53.3% | +7.0% | +46.3% | +41.5% |
| All | +71.3% | -26.5% | +97.8% | +69.0% |
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