+2,557.3%
SOXX vs IWD
+668.7%
+1,888.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.6% |
| 7D | +5.6% | -0.2% | +5.8% | +5.8% |
| 30D | -2.7% | -0.8% | -1.9% | -2.0% |
| 3M | -7.5% | +8.0% | -15.5% | -15.8% |
| 6M | +63.5% | +18.2% | +45.3% | +35.0% |
| YTD | +75.7% | +22.3% | +53.3% | +39.5% |
| 1Y | +113.3% | +28.9% | +84.4% | +59.7% |
| 3Y | +227.4% | +71.5% | +155.9% | +78.9% |
| 5Y | +256.2% | +73.6% | +182.6% | +98.3% |
| 10Y | +1,512.5% | +194.7% | +1,317.8% | +397.8% |
| All | +2,557.3% | +668.7% | +1,888.5% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling