+1,657.6%
QLD vs IDXX
+360.5%
+1,297.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -1.2% | -5.7% | +4.5% | +3.5% |
| 30D | -3.0% | -11.5% | +8.5% | +6.6% |
| 3M | -2.8% | -9.5% | +6.7% | +3.4% |
| 6M | +32.0% | -16.0% | +48.0% | +48.1% |
| YTD | +27.3% | -25.4% | +52.7% | +56.7% |
| 1Y | +37.9% | -21.8% | +59.7% | +59.8% |
| 3Y | +174.6% | +7.0% | +167.6% | +114.6% |
| 5Y | +124.8% | -26.0% | +150.8% | +150.0% |
| All | +1,657.6% | +360.5% | +1,297.1% | +395.7% |
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