-12.7%
SOXL vs IDXX
-7.4%
-5.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -4.0% | -34.7% | -38.9% |
| 7D | -60.1% | +16.4% | -76.5% | -58.2% |
| 30D | -75.1% | +30.1% | -105.3% | -74.1% |
| 3M | -69.0% | +14.7% | -83.7% | -67.0% |
| 6M | -71.6% | +19.1% | -90.8% | -70.5% |
| YTD | -2.7% | -0.9% | -1.8% | +22.9% |
| 1Y | -12.7% | -6.9% | -5.8% | +19.8% |
| All | -12.7% | -7.4% | -5.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling