+226.8%
SOXX vs IDXX
+7.6%
+219.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | +1.4% | -5.7% | +7.1% | +3.1% |
| 30D | -3.6% | -11.5% | +8.0% | -0.2% |
| 3M | -10.2% | -9.5% | -0.6% | -8.3% |
| 6M | +54.2% | -16.0% | +70.2% | +61.2% |
| YTD | +75.2% | -25.4% | +100.6% | +90.5% |
| 1Y | +107.5% | -21.8% | +129.3% | +120.6% |
| 3Y | +226.8% | +7.0% | +219.7% | +189.0% |
| All | +226.8% | +7.6% | +219.2% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling