+226.8%
SOXX vs ITW
+20.2%
+206.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | -3.6% | -8.3% | +4.7% | +1.8% |
| 3M | -10.2% | +6.0% | -16.2% | -14.9% |
| 6M | +54.2% | 0.0% | +54.3% | +52.0% |
| YTD | +75.2% | +10.2% | +65.0% | +59.9% |
| 1Y | +107.5% | +3.2% | +104.3% | +98.7% |
| 3Y | +226.8% | +21.0% | +205.8% | +168.9% |
| All | +226.8% | +20.2% | +206.5% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling