+52.5%
SOXX vs IBN
+4.2%
+48.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -3.9% |
| 7D | -13.7% | +8.9% | -22.6% | -15.4% |
| 30D | -23.6% | +12.6% | -36.2% | -26.3% |
| 3M | -16.9% | +3.1% | -19.9% | -17.2% |
| 6M | -2.4% | +20.6% | -23.0% | -10.0% |
| YTD | +49.8% | +5.8% | +44.0% | +43.2% |
| 1Y | +52.5% | +3.7% | +48.9% | +45.0% |
| All | +52.5% | +4.2% | +48.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling