+9,127.5%
QLD vs IDXX
+2,729.0%
+6,398.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.6% |
| 7D | +0.6% | -3.5% | +4.1% | +3.5% |
| 30D | -0.1% | -8.4% | +8.3% | +6.8% |
| 3M | -8.4% | -5.2% | -3.2% | -6.1% |
| 6M | +32.2% | -17.5% | +49.7% | +50.8% |
| YTD | +28.9% | -20.9% | +49.8% | +51.5% |
| 1Y | +43.8% | -16.4% | +60.2% | +58.0% |
| 3Y | +176.6% | +4.7% | +171.9% | +126.1% |
| 5Y | +121.6% | -22.2% | +143.8% | +137.1% |
| 10Y | +1,652.9% | +369.3% | +1,283.7% | +313.2% |
| All | +9,127.5% | +2,729.0% | +6,398.5% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling