+30.0%
SOXX vs IJH
+12.9%
+17.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -3.9% | -8.2% | -4.0% |
| 7D | -23.0% | -3.4% | -19.6% | -16.7% |
| 30D | -32.9% | -3.1% | -29.7% | -27.7% |
| 3M | -25.4% | -6.6% | -18.8% | -13.3% |
| 6M | -17.9% | -1.6% | -16.3% | -11.5% |
| YTD | +31.6% | +9.5% | +22.2% | +21.1% |
| 1Y | +30.0% | +12.1% | +17.9% | +16.5% |
| All | +30.0% | +12.9% | +17.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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