+155.2%
W vs IDXX
+360.5%
-205.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -0.9% | -5.7% | +4.9% | +4.6% |
| 30D | -4.2% | -11.5% | +7.3% | +7.0% |
| 3M | +26.9% | -9.5% | +36.4% | +39.4% |
| 6M | +31.2% | -16.0% | +47.2% | +54.3% |
| YTD | -1.8% | -25.4% | +23.6% | +28.3% |
| 1Y | +9.3% | -21.8% | +31.1% | +33.3% |
| 3Y | +33.2% | +7.0% | +26.2% | +11.2% |
| 5Y | -62.4% | -26.0% | -36.5% | -55.1% |
| All | +155.2% | +360.5% | -205.3% | -15.8% |
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 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