+1,561.5%
QQQ vs IDXX
+7,935.0%
-6,373.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -0.6% | -5.7% | +5.2% | +1.5% |
| 30D | -1.2% | -11.5% | +10.3% | +3.0% |
| 3M | -0.2% | -9.5% | +9.3% | +2.8% |
| 6M | +17.9% | -16.0% | +33.9% | +24.3% |
| YTD | +16.6% | -25.4% | +42.0% | +27.9% |
| 1Y | +23.0% | -21.8% | +44.8% | +31.6% |
| 3Y | +92.9% | +7.0% | +85.9% | +76.9% |
| 5Y | +95.6% | -26.0% | +121.6% | +100.5% |
| 10Y | +570.4% | +358.9% | +211.4% | +257.5% |
| All | +1,561.5% | +7,935.0% | -6,373.6% | +228.8% |
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 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