+226.8%
SOXX vs IJR
+52.1%
+174.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.2% |
| 7D | +1.4% | -2.2% | +3.6% | +4.0% |
| 30D | -3.6% | -4.6% | +1.0% | +2.0% |
| 3M | -10.2% | +0.2% | -10.4% | -9.9% |
| 6M | +54.2% | +14.7% | +39.5% | +34.3% |
| YTD | +75.2% | +18.9% | +56.4% | +47.0% |
| 1Y | +107.5% | +19.9% | +87.6% | +72.7% |
| 3Y | +226.8% | +53.0% | +173.7% | +118.0% |
| All | +226.8% | +52.1% | +174.7% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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