+113.9%
SOXX vs IWF
+10.9%
+103.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.2% | +0.5% | +1.7% | +1.2% |
| 30D | -2.0% | -0.4% | -1.7% | -1.2% |
| 3M | -13.7% | -2.6% | -11.1% | -8.3% |
| 6M | +52.4% | +9.1% | +43.2% | +34.9% |
| YTD | +72.8% | +4.5% | +68.3% | +65.0% |
| 1Y | +113.9% | +10.1% | +103.8% | +97.2% |
| All | +113.9% | +10.9% | +103.0% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling