+226.8%
SOXX vs IEF
+9.0%
+217.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | -3.6% | -1.7% | -1.8% | -3.4% |
| 3M | -10.2% | -2.5% | -7.6% | -9.9% |
| 6M | +54.2% | -3.3% | +57.5% | +54.3% |
| YTD | +75.2% | -2.8% | +78.0% | +75.4% |
| 1Y | +107.5% | -2.7% | +110.2% | +107.9% |
| 3Y | +226.8% | +8.9% | +217.9% | +208.4% |
| All | +226.8% | +9.0% | +217.8% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling