+2,502.1%
SOXX vs IWF
+1,078.5%
+1,423.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.5% |
| 7D | +3.0% | -1.7% | +4.7% | +5.5% |
| 30D | -3.1% | -1.8% | -1.3% | -0.5% |
| 3M | -4.4% | +1.5% | -5.9% | -5.1% |
| 6M | +52.9% | +7.7% | +45.2% | +41.1% |
| YTD | +72.0% | +2.7% | +69.3% | +69.6% |
| 1Y | +105.1% | +6.8% | +98.3% | +93.3% |
| 3Y | +220.6% | +76.9% | +143.7% | +59.3% |
| 5Y | +244.8% | +73.4% | +171.4% | +80.5% |
| 10Y | +1,537.1% | +416.4% | +1,120.7% | +102.5% |
| All | +2,502.1% | +1,078.5% | +1,423.6% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling