+1,537.1%
SOXX vs IYR
+69.7%
+1,467.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.3% |
| 7D | +1.4% | -1.4% | +2.7% | +2.4% |
| 30D | -3.6% | -2.7% | -0.9% | -1.7% |
| 3M | -10.2% | -2.1% | -8.0% | -9.7% |
| 6M | +54.2% | +3.6% | +50.7% | +48.0% |
| YTD | +75.2% | +8.1% | +67.1% | +62.4% |
| 1Y | +107.5% | +4.7% | +102.8% | +96.8% |
| 3Y | +226.8% | +29.1% | +197.6% | +159.0% |
| 5Y | +251.2% | +6.9% | +244.3% | +225.3% |
| All | +1,537.1% | +69.7% | +1,467.4% | +984.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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