+2,550.6%
SOXX vs IDXX
+7,421.6%
-4,871.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | +1.4% | -5.7% | +7.1% | +4.2% |
| 30D | -3.6% | -11.5% | +8.0% | +1.8% |
| 3M | -10.2% | -9.5% | -0.6% | -7.1% |
| 6M | +54.2% | -16.0% | +70.2% | +64.3% |
| YTD | +75.2% | -25.4% | +100.6% | +96.9% |
| 1Y | +107.5% | -21.8% | +129.3% | +125.8% |
| 3Y | +226.8% | +7.0% | +219.7% | +190.7% |
| 5Y | +251.2% | -26.0% | +277.2% | +265.7% |
| 10Y | +1,567.6% | +358.9% | +1,208.7% | +624.1% |
| All | +2,550.6% | +7,421.6% | -4,871.0% | +164.7% |
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