+449.1%
IAG vs SOXQ
+286.7%
+162.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.2% |
| 7D | -1.1% | +0.8% | -1.8% | -1.4% |
| 30D | +12.1% | -4.6% | +16.7% | +13.9% |
| 3M | +25.5% | -10.2% | +35.7% | +29.2% |
| 6M | -7.1% | +49.7% | -56.8% | -19.5% |
| YTD | +22.9% | +67.2% | -44.4% | +2.8% |
| 1Y | +83.3% | +98.0% | -14.7% | +45.9% |
| 3Y | +808.5% | +237.2% | +571.4% | +501.5% |
| 5Y | +838.0% | +261.3% | +576.7% | +445.1% |
| All | +449.1% | +286.7% | +162.4% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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