+227.4%
SOXX vs IP
+24.1%
+203.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.2% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -2.7% | -11.2% | +8.5% | +0.2% |
| 3M | -7.5% | +12.3% | -19.8% | -11.2% |
| 6M | +63.5% | -5.2% | +68.8% | +63.3% |
| YTD | +75.7% | -4.0% | +79.6% | +73.9% |
| 1Y | +113.3% | -19.2% | +132.5% | +121.6% |
| 3Y | +227.4% | +20.3% | +207.1% | +218.0% |
| All | +227.4% | +24.1% | +203.3% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling