+2,553.2%
SOXX vs IGV
+936.3%
+1,616.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.1% |
| 7D | +3.0% | -5.4% | +8.4% | +8.4% |
| 30D | -3.1% | -2.6% | -0.5% | -1.7% |
| 3M | -4.4% | +10.5% | -14.9% | -15.3% |
| 6M | +52.9% | +18.2% | +34.7% | +23.3% |
| YTD | +72.0% | -4.2% | +76.2% | +67.6% |
| 1Y | +105.1% | -9.8% | +114.9% | +112.9% |
| 3Y | +220.6% | +39.1% | +181.5% | +117.8% |
| 5Y | +244.8% | +21.2% | +223.6% | +166.7% |
| 10Y | +1,537.1% | +361.5% | +1,175.6% | +233.6% |
| All | +2,553.2% | +936.3% | +1,616.9% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling