+247.9%
SOXX vs IYR
+6.0%
+241.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.3% |
| 7D | +1.4% | -1.4% | +2.7% | +2.5% |
| 30D | -3.6% | -2.7% | -0.9% | -1.6% |
| 3M | -10.2% | -2.1% | -8.0% | -9.7% |
| 6M | +54.2% | +3.6% | +50.7% | +47.3% |
| YTD | +75.2% | +8.1% | +67.1% | +61.1% |
| 1Y | +107.5% | +4.7% | +102.8% | +95.7% |
| 3Y | +226.8% | +29.1% | +197.6% | +150.0% |
| All | +247.9% | +6.0% | +241.9% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling