+247.9%
SOXX vs IRM
+197.3%
+50.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +0.8% |
| 7D | +1.4% | -1.4% | +2.8% | +2.2% |
| 30D | -3.6% | -7.4% | +3.8% | +0.5% |
| 3M | -10.2% | -7.4% | -2.8% | -6.6% |
| 6M | +54.2% | +8.7% | +45.6% | +47.7% |
| YTD | +75.2% | +40.9% | +34.3% | +45.9% |
| 1Y | +107.5% | +20.5% | +87.0% | +86.4% |
| 3Y | +226.8% | +101.7% | +125.1% | +111.0% |
| All | +247.9% | +197.3% | +50.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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