+40.9%
VALE vs IDXX
-26.5%
+67.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -0.3% | -5.7% | +5.5% | +0.9% |
| 30D | +8.6% | -11.5% | +20.2% | +11.3% |
| 3M | +2.0% | -9.5% | +11.5% | +3.8% |
| 6M | +2.1% | -16.0% | +18.1% | +5.4% |
| YTD | +20.2% | -25.4% | +45.6% | +27.0% |
| 1Y | +55.2% | -21.8% | +76.9% | +61.6% |
| 3Y | +45.9% | +7.0% | +38.9% | +37.2% |
| All | +40.9% | -26.5% | +67.5% | +37.2% |
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