+2,502.1%
SOXX vs IVZ
+125.4%
+2,376.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +3.0% | -2.4% | +5.4% | +4.1% |
| 30D | -3.1% | +2.5% | -5.6% | -4.3% |
| 3M | -4.4% | +17.1% | -21.5% | -10.9% |
| 6M | +52.9% | +35.1% | +17.7% | +33.7% |
| YTD | +72.0% | +24.3% | +47.7% | +55.4% |
| 1Y | +105.1% | +48.7% | +56.4% | +71.1% |
| 3Y | +220.6% | +135.6% | +85.0% | +113.4% |
| 5Y | +244.8% | +60.3% | +184.5% | +166.9% |
| 10Y | +1,537.1% | +62.5% | +1,474.6% | +1,022.4% |
| All | +2,502.1% | +125.4% | +2,376.7% | +933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling