+113.9%
SOXX vs IBN
-4.0%
+117.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | -13.7% | +17.1% | -30.8% | -18.0% |
| 6M | +52.4% | +3.4% | +49.0% | +46.4% |
| YTD | +72.8% | +2.5% | +70.3% | +66.5% |
| 1Y | +113.9% | -4.2% | +118.1% | +106.6% |
| All | +113.9% | -4.0% | +117.9% | +106.6% |
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