+166.4%
IWM vs SOXX
+1,581.3%
-1,415.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.5% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | -4.6% | -3.6% | -1.0% | -3.1% |
| 3M | -0.3% | -10.2% | +9.9% | +2.7% |
| 6M | +14.7% | +54.2% | -39.5% | -11.6% |
| YTD | +17.8% | +75.2% | -57.4% | -15.4% |
| 1Y | +21.2% | +107.5% | -86.3% | -20.8% |
| 3Y | +62.3% | +226.8% | -164.4% | -21.1% |
| 5Y | +38.7% | +251.2% | -212.5% | -37.9% |
| All | +166.4% | +1,581.3% | -1,415.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 10y: compounded portfolio wealth divided by compounded SOXX 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…
10y analysis · Full analysis span regression · 6 months rolling