+3,732.2%
SOXX vs IAG
+368.4%
+3,363.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.5% |
| 7D | +3.0% | -4.1% | +7.1% | +3.4% |
| 30D | -3.1% | +10.6% | -13.8% | -4.2% |
| 3M | -4.4% | +35.4% | -39.8% | -7.3% |
| 6M | +52.9% | -9.5% | +62.4% | +53.5% |
| YTD | +72.0% | +21.8% | +50.2% | +67.6% |
| 1Y | +105.1% | +84.1% | +21.0% | +92.4% |
| 3Y | +220.6% | +817.4% | -596.7% | +156.9% |
| 5Y | +244.8% | +830.1% | -585.3% | +167.6% |
| 10Y | +1,537.1% | +413.8% | +1,123.3% | +1,157.1% |
| All | +3,732.2% | +368.4% | +3,363.8% | +2,513.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling