+456.6%
IAG vs SOXQ
+290.2%
+166.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.0% |
| 7D | +1.7% | +5.2% | -3.6% | -0.2% |
| 30D | +11.4% | -0.5% | +12.0% | +11.5% |
| 3M | +33.0% | -5.6% | +38.7% | +34.6% |
| 6M | -6.0% | +53.0% | -59.0% | -19.2% |
| YTD | +24.6% | +68.8% | -44.2% | +3.9% |
| 1Y | +105.0% | +105.7% | -0.7% | +61.3% |
| 3Y | +837.9% | +240.5% | +597.4% | +518.7% |
| 5Y | +817.0% | +266.8% | +550.2% | +430.5% |
| All | +456.6% | +290.2% | +166.4% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling