+61.7%
IWM vs SOXX
+216.6%
-155.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | 0.0% |
| 7D | -2.5% | +3.0% | -5.6% | -3.6% |
| 30D | -4.4% | -3.1% | -1.3% | -3.5% |
| 3M | +2.2% | -4.4% | +6.6% | +1.9% |
| 6M | +14.0% | +52.9% | -38.9% | -7.2% |
| YTD | +17.4% | +72.0% | -54.6% | -9.3% |
| 1Y | +22.9% | +105.1% | -82.2% | -12.0% |
| All | +61.7% | +216.6% | -155.0% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling