+2,575.4%
SOXX vs IBB
+641.9%
+1,933.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.4% |
| 7D | +6.1% | -3.9% | +10.0% | +9.3% |
| 30D | +0.5% | +2.7% | -2.2% | -2.2% |
| 3M | -5.3% | +21.4% | -26.7% | -19.3% |
| 6M | +58.3% | +20.1% | +38.3% | +35.7% |
| YTD | +76.8% | +21.9% | +55.0% | +49.7% |
| 1Y | +114.6% | +44.1% | +70.5% | +59.2% |
| 3Y | +229.6% | +63.4% | +166.3% | +121.5% |
| 5Y | +257.3% | +19.8% | +237.6% | +205.8% |
| 10Y | +1,583.2% | +127.0% | +1,456.2% | +780.8% |
| All | +2,575.4% | +641.9% | +1,933.5% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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