+105.2%
TQQQ vs IDXX
-26.5%
+131.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.9% |
| 7D | -1.9% | -5.7% | +3.8% | +4.0% |
| 30D | -4.9% | -11.5% | +6.7% | +6.9% |
| 3M | -6.4% | -9.5% | +3.1% | +0.7% |
| 6M | +44.4% | -16.0% | +60.4% | +66.8% |
| YTD | +35.2% | -25.4% | +60.6% | +76.1% |
| 1Y | +49.5% | -21.8% | +71.3% | +80.5% |
| 3Y | +250.7% | +7.0% | +243.7% | +151.8% |
| All | +105.2% | -26.5% | +131.7% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling