+2,550.6%
SOXX vs IJR
+937.4%
+1,613.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.3% |
| 7D | +1.4% | -2.2% | +3.6% | +3.7% |
| 30D | -3.6% | -4.6% | +1.0% | +1.3% |
| 3M | -10.2% | +0.2% | -10.4% | -10.0% |
| 6M | +54.2% | +14.7% | +39.5% | +35.6% |
| YTD | +75.2% | +18.9% | +56.4% | +48.7% |
| 1Y | +107.5% | +19.9% | +87.6% | +74.8% |
| 3Y | +226.8% | +53.0% | +173.7% | +114.9% |
| 5Y | +251.2% | +40.9% | +210.4% | +157.1% |
| 10Y | +1,567.6% | +171.1% | +1,396.6% | +495.7% |
| All | +2,550.6% | +937.4% | +1,613.2% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling