+3,084.5%
SOXX vs ICE
+2,249.6%
+834.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +3.0% | -5.3% | +8.4% | +4.9% |
| 30D | -3.1% | +3.0% | -6.2% | -4.3% |
| 3M | -4.4% | +11.4% | -15.8% | -8.7% |
| 6M | +52.9% | -2.0% | +54.9% | +51.8% |
| YTD | +72.0% | -3.1% | +75.1% | +70.7% |
| 1Y | +105.1% | -8.4% | +113.5% | +106.8% |
| 3Y | +220.6% | +40.7% | +179.9% | +178.4% |
| 5Y | +244.8% | +40.0% | +204.8% | +200.3% |
| 10Y | +1,537.1% | +213.5% | +1,323.6% | +1,014.7% |
| All | +3,084.5% | +2,249.6% | +834.9% | +1,171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling