+107.5%
SOXX vs IYR
+6.2%
+101.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +2.0% |
| 7D | +1.4% | -1.4% | +2.7% | +1.1% |
| 30D | -3.6% | -2.7% | -0.9% | -4.0% |
| 3M | -10.2% | -2.1% | -8.0% | -11.0% |
| 6M | +54.2% | +3.6% | +50.7% | +47.2% |
| YTD | +75.2% | +8.1% | +67.1% | +66.3% |
| 1Y | +107.5% | +4.7% | +102.8% | +92.6% |
| All | +107.5% | +6.2% | +101.3% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling