+2,502.1%
SOXX vs IRM
+2,390.3%
+111.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.9% |
| 7D | +3.0% | -1.8% | +4.8% | +3.9% |
| 30D | -3.1% | -7.8% | +4.6% | +0.4% |
| 3M | -4.4% | -7.9% | +3.5% | -1.0% |
| 6M | +52.9% | +6.3% | +46.6% | +48.9% |
| YTD | +72.0% | +38.2% | +33.9% | +49.0% |
| 1Y | +105.1% | +19.8% | +85.3% | +88.2% |
| 3Y | +220.6% | +98.8% | +121.8% | +132.3% |
| 5Y | +244.8% | +191.8% | +53.0% | +109.6% |
| 10Y | +1,537.1% | +428.8% | +1,108.4% | +625.1% |
| All | +2,502.1% | +2,390.3% | +111.8% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling