+1,209.8%
SOXX vs IP
+20.8%
+1,188.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.3% |
| 7D | +9.4% | -0.3% | +9.6% | +9.5% |
| 30D | -13.8% | +7.9% | -21.7% | -16.6% |
| 3M | -18.6% | -15.3% | -3.3% | -13.4% |
| 6M | -15.1% | +10.5% | -25.6% | -20.2% |
| YTD | +49.0% | -9.4% | +58.4% | +49.4% |
| 1Y | +55.3% | -4.6% | +59.9% | +51.8% |
| 3Y | +179.0% | +21.2% | +157.7% | +129.5% |
| 5Y | +166.5% | -13.3% | +179.9% | +155.8% |
| All | +1,209.8% | +20.8% | +1,188.9% | +922.7% |
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