+257.3%
SOXX vs IP
-21.5%
+278.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +2.4% |
| 7D | +6.1% | -4.6% | +10.7% | +7.7% |
| 30D | +0.5% | -15.3% | +15.7% | +6.1% |
| 3M | -5.3% | +2.7% | -8.0% | -7.5% |
| 6M | +58.3% | -7.4% | +65.7% | +59.2% |
| YTD | +76.8% | -8.8% | +85.7% | +77.4% |
| 1Y | +114.6% | -22.4% | +137.0% | +127.9% |
| 3Y | +229.6% | +14.2% | +215.4% | +182.0% |
| 5Y | +257.3% | -21.8% | +279.1% | +246.7% |
| All | +257.3% | -21.5% | +278.8% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling