+1,537.1%
SOXX vs IP
+18.4%
+1,518.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -7.7% | +9.1% | +4.7% |
| 30D | -3.6% | -15.5% | +12.0% | +3.0% |
| 3M | -10.2% | -0.6% | -9.6% | -11.2% |
| 6M | +54.2% | -8.8% | +63.0% | +56.2% |
| YTD | +75.2% | -9.6% | +84.8% | +76.4% |
| 1Y | +107.5% | -22.5% | +130.0% | +121.4% |
| 3Y | +226.8% | +13.4% | +213.4% | +179.1% |
| 5Y | +251.2% | -22.1% | +273.4% | +254.8% |
| All | +1,537.1% | +18.4% | +1,518.8% | +1,196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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