+95.7%
QQQ vs IDXX
-26.5%
+122.3%
-35.1%
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 | -0.6% | -5.7% | +5.2% | +1.4% |
| 30D | -1.2% | -11.5% | +10.3% | +2.8% |
| 3M | -0.2% | -9.5% | +9.3% | +2.6% |
| 6M | +17.9% | -16.0% | +33.9% | +24.1% |
| YTD | +16.6% | -25.4% | +42.0% | +27.7% |
| 1Y | +23.0% | -21.8% | +44.8% | +31.4% |
| 3Y | +92.9% | +7.0% | +85.9% | +72.1% |
| All | +95.7% | -26.5% | +122.3% | +89.9% |
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