+52.5%
SOXX vs ITW
+24.0%
+28.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.6% |
| 7D | -13.7% | +6.3% | -20.0% | -14.8% |
| 30D | -23.6% | +11.1% | -34.7% | -25.5% |
| 3M | -16.9% | +0.1% | -17.0% | -16.3% |
| 6M | -2.4% | +18.1% | -20.5% | -9.0% |
| YTD | +49.8% | +21.4% | +28.4% | +41.3% |
| 1Y | +52.5% | +22.9% | +29.6% | +44.2% |
| All | +52.5% | +24.0% | +28.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling