+247.9%
SOXX vs IVZ
+61.1%
+186.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.8% |
| 30D | -3.6% | +3.0% | -6.6% | -5.3% |
| 3M | -10.2% | +14.9% | -25.0% | -17.3% |
| 6M | +54.2% | +36.7% | +17.5% | +28.5% |
| YTD | +75.2% | +25.7% | +49.5% | +52.0% |
| 1Y | +107.5% | +47.7% | +59.8% | +63.8% |
| 3Y | +226.8% | +138.8% | +87.9% | +85.2% |
| All | +247.9% | +61.1% | +186.8% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling