+247.9%
SOXX vs IBN
+58.3%
+189.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.9% |
| 7D | +1.4% | -3.0% | +4.4% | +2.9% |
| 30D | -3.6% | -1.5% | -2.1% | -3.0% |
| 3M | -10.2% | +7.9% | -18.1% | -14.1% |
| 6M | +54.2% | +8.6% | +45.6% | +46.7% |
| YTD | +75.2% | -0.6% | +75.8% | +74.2% |
| 1Y | +107.5% | -7.3% | +114.8% | +113.0% |
| 3Y | +226.8% | +26.2% | +200.6% | +171.0% |
| All | +247.9% | +58.3% | +189.6% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling