+2,823.7%
SOXX vs IBKR
+1,349.8%
+1,473.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | +1.4% | -1.3% | +2.7% | +2.0% |
| 30D | -3.6% | -0.2% | -3.3% | -3.7% |
| 3M | -10.2% | +3.0% | -13.1% | -11.7% |
| 6M | +54.2% | +33.9% | +20.4% | +35.3% |
| YTD | +75.2% | +42.5% | +32.7% | +49.1% |
| 1Y | +107.5% | +44.9% | +62.6% | +75.3% |
| 3Y | +226.8% | +293.0% | -66.2% | +75.7% |
| 5Y | +251.2% | +497.7% | -246.4% | +55.3% |
| 10Y | +1,567.6% | +1,004.4% | +563.3% | +451.2% |
| All | +2,823.7% | +1,349.8% | +1,473.9% | +593.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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