+52.5%
SOXX vs ICE
+21.0%
+31.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.5% | -1.9% |
| 7D | -13.7% | +12.2% | -25.9% | -8.1% |
| 30D | -23.6% | +15.0% | -38.6% | -17.6% |
| 3M | -16.9% | +17.6% | -34.5% | -9.4% |
| 6M | -2.4% | +12.6% | -15.0% | +10.8% |
| YTD | +49.8% | +9.1% | +40.7% | +70.4% |
| 1Y | +52.5% | +20.6% | +31.9% | +73.5% |
| All | +52.5% | +21.0% | +31.5% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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