+52.5%
SOXX vs IVV
+14.7%
+37.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -7.4% |
| 7D | -13.7% | -0.7% | -13.0% | -11.9% |
| 30D | -23.6% | -1.0% | -22.6% | -21.0% |
| 3M | -16.9% | -0.3% | -16.6% | -15.7% |
| 6M | -2.4% | +7.4% | -9.8% | -15.6% |
| YTD | +49.8% | +13.4% | +36.5% | +16.0% |
| 1Y | +52.5% | +14.8% | +37.7% | +15.1% |
| All | +52.5% | +14.7% | +37.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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