+247.9%
SOXX vs IAG
+820.9%
-573.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | -3.6% | +12.1% | -15.7% | -5.3% |
| 3M | -10.2% | +25.5% | -35.7% | -13.5% |
| 6M | +54.2% | -7.1% | +61.3% | +53.7% |
| YTD | +75.2% | +22.9% | +52.3% | +68.2% |
| 1Y | +107.5% | +83.3% | +24.2% | +89.8% |
| 3Y | +226.8% | +808.5% | -581.8% | +145.8% |
| All | +247.9% | +820.9% | -573.0% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling