+52.5%
SOXX vs IVZ
+30.5%
+22.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -5.6% |
| 7D | -13.7% | +2.6% | -16.4% | -15.0% |
| 30D | -23.6% | -3.5% | -20.1% | -22.0% |
| 3M | -16.9% | -7.4% | -9.5% | -13.2% |
| 6M | -2.4% | +14.7% | -17.1% | -8.8% |
| YTD | +49.8% | +14.6% | +35.2% | +36.1% |
| 1Y | +52.5% | +30.7% | +21.8% | +28.8% |
| All | +52.5% | +30.5% | +22.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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