+220.8%
SOXX vs IWD
+69.4%
+151.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.2% |
| 7D | +3.0% | -2.3% | +5.4% | +7.3% |
| 30D | -3.1% | -1.8% | -1.4% | -0.4% |
| 3M | -4.4% | +8.0% | -12.4% | -17.0% |
| 6M | +52.9% | +17.0% | +35.9% | +17.3% |
| YTD | +72.0% | +21.3% | +50.7% | +24.8% |
| 1Y | +105.1% | +27.9% | +77.2% | +36.7% |
| All | +220.8% | +69.4% | +151.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling