+37.9%
IWM vs SOXX
+247.7%
-209.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.4% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -4.6% | -3.6% | -1.0% | -3.3% |
| 3M | -0.3% | -10.2% | +9.9% | +2.4% |
| 6M | +14.7% | +54.2% | -39.5% | -9.1% |
| YTD | +17.8% | +75.2% | -57.4% | -12.4% |
| 1Y | +21.2% | +107.5% | -86.3% | -17.1% |
| 3Y | +62.3% | +226.8% | -164.4% | -15.5% |
| All | +37.9% | +247.7% | -209.8% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling