+20,174.1%
SOXL vs IDXX
+1,716.1%
+18,458.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.8% |
| 7D | +3.9% | -5.7% | +9.6% | +12.8% |
| 30D | -14.3% | -11.5% | -2.8% | +0.3% |
| 3M | -45.6% | -9.5% | -36.1% | -43.0% |
| 6M | +117.2% | -16.0% | +133.1% | +150.2% |
| YTD | +189.8% | -25.4% | +215.2% | +295.2% |
| 1Y | +317.7% | -21.8% | +339.5% | +413.0% |
| 3Y | +478.6% | +7.0% | +471.6% | +293.4% |
| 5Y | +169.5% | -26.0% | +195.5% | +304.5% |
| 10Y | +5,222.1% | +358.9% | +4,863.1% | +733.3% |
| All | +20,174.1% | +1,716.1% | +18,458.0% | +224.2% |
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