-22.1%
SQQQ vs IDXX
-7.4%
-14.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -4.0% | +23.2% | +18.3% |
| 7D | +31.0% | +16.4% | +14.5% | +33.8% |
| 30D | +55.7% | +30.1% | +25.5% | +66.0% |
| 3M | +31.2% | +14.7% | +16.6% | +31.3% |
| 6M | +5.1% | +19.1% | -14.1% | +6.9% |
| YTD | -24.9% | -0.9% | -24.0% | -31.9% |
| 1Y | -22.1% | -6.9% | -15.2% | -32.3% |
| All | -22.1% | -7.4% | -14.6% | -32.3% |
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