+1,537.1%
SOXX vs IAG
+427.6%
+1,109.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | -3.6% | +12.1% | -15.7% | -4.9% |
| 3M | -10.2% | +25.5% | -35.7% | -12.6% |
| 6M | +54.2% | -7.1% | +61.3% | +54.1% |
| YTD | +75.2% | +22.9% | +52.3% | +70.1% |
| 1Y | +107.5% | +83.3% | +24.2% | +94.1% |
| 3Y | +226.8% | +808.5% | -581.8% | +163.0% |
| 5Y | +251.2% | +838.0% | -586.7% | +172.2% |
| All | +1,537.1% | +427.6% | +1,109.5% | +1,210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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