+113.9%
SOXX vs IGV
-1.8%
+115.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.1% |
| 7D | +2.2% | -4.5% | +6.7% | +3.4% |
| 30D | -2.0% | +3.2% | -5.3% | -3.1% |
| 3M | -13.7% | +4.5% | -18.2% | -14.0% |
| 6M | +52.4% | +22.1% | +30.3% | +42.4% |
| YTD | +72.8% | -1.0% | +73.9% | +92.9% |
| 1Y | +113.9% | -2.1% | +116.0% | +156.1% |
| All | +113.9% | -1.8% | +115.7% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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