+244.8%
SOXX vs IVV
+80.3%
+164.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.7% |
| 7D | +3.0% | -2.0% | +5.0% | +6.8% |
| 30D | -3.1% | -1.6% | -1.5% | -0.2% |
| 3M | -4.4% | +4.8% | -9.2% | -11.0% |
| 6M | +52.9% | +12.6% | +40.3% | +27.0% |
| YTD | +72.0% | +11.8% | +60.2% | +45.2% |
| 1Y | +105.1% | +17.6% | +87.5% | +60.0% |
| 3Y | +220.6% | +77.0% | +143.6% | +32.8% |
| 5Y | +244.8% | +82.6% | +162.2% | +45.6% |
| All | +244.8% | +80.3% | +164.5% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling