+1,537.1%
SOXX vs IWF
+422.7%
+1,114.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.8% |
| 7D | +1.4% | -0.9% | +2.3% | +2.7% |
| 30D | -3.6% | -1.7% | -1.8% | -1.2% |
| 3M | -10.2% | +0.7% | -10.8% | -9.9% |
| 6M | +54.2% | +8.6% | +45.7% | +41.0% |
| YTD | +75.2% | +3.5% | +71.7% | +71.0% |
| 1Y | +107.5% | +7.0% | +100.5% | +95.0% |
| 3Y | +226.8% | +76.3% | +150.4% | +65.6% |
| 5Y | +251.2% | +74.8% | +176.5% | +85.0% |
| All | +1,537.1% | +422.7% | +1,114.4% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling