+1,537.1%
SOXX vs IJH
+184.0%
+1,353.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.9% |
| 7D | +1.4% | -1.9% | +3.2% | +3.7% |
| 30D | -3.6% | -4.6% | +1.1% | +2.1% |
| 3M | -10.2% | -1.2% | -9.0% | -8.2% |
| 6M | +54.2% | +9.4% | +44.8% | +41.6% |
| YTD | +75.2% | +13.3% | +61.9% | +54.9% |
| 1Y | +107.5% | +13.4% | +94.1% | +83.9% |
| 3Y | +226.8% | +50.4% | +176.3% | +115.4% |
| 5Y | +251.2% | +49.0% | +202.3% | +140.2% |
| All | +1,537.1% | +184.0% | +1,353.1% | +532.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling