+247.9%
SOXX vs IWD
+74.6%
+173.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +2.7% |
| 30D | -3.6% | -0.8% | -2.7% | -2.5% |
| 3M | -10.2% | +6.9% | -17.1% | -20.0% |
| 6M | +54.2% | +18.3% | +36.0% | +17.9% |
| YTD | +75.2% | +22.4% | +52.9% | +27.2% |
| 1Y | +107.5% | +27.4% | +80.1% | +41.6% |
| 3Y | +226.8% | +71.2% | +155.6% | +42.4% |
| All | +247.9% | +74.6% | +173.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling