+2,514.3%
SOXX vs IP
+158.9%
+2,355.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.5% |
| 7D | +2.2% | -5.3% | +7.5% | +4.6% |
| 30D | -2.0% | -10.9% | +8.8% | +2.8% |
| 3M | -13.7% | +11.2% | -24.9% | -18.8% |
| 6M | +52.4% | -10.2% | +62.6% | +55.7% |
| YTD | +72.8% | -2.0% | +74.8% | +68.2% |
| 1Y | +113.9% | -19.1% | +133.0% | +124.4% |
| 3Y | +210.7% | +20.9% | +189.9% | +160.1% |
| 5Y | +244.6% | -17.8% | +262.5% | +240.8% |
| 10Y | +1,468.0% | +23.5% | +1,444.5% | +1,105.4% |
| All | +2,514.3% | +158.9% | +2,355.4% | +1,120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling