+226.8%
SOXX vs IGV
+38.4%
+188.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.6% |
| 7D | +1.4% | -2.9% | +4.3% | +3.5% |
| 30D | -3.6% | -1.5% | -2.1% | -3.2% |
| 3M | -10.2% | +11.7% | -21.8% | -18.4% |
| 6M | +54.2% | +18.4% | +35.8% | +30.0% |
| YTD | +75.2% | -3.9% | +79.1% | +80.3% |
| 1Y | +107.5% | -9.7% | +117.2% | +128.9% |
| 3Y | +226.8% | +38.4% | +188.3% | +123.8% |
| All | +226.8% | +38.4% | +188.3% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling