+106.0%
IBM vs SOXQ
+286.7%
-180.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.7% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +3.1% | -4.6% | +7.7% | +3.8% |
| 3M | -10.8% | -10.2% | -0.7% | -10.4% |
| 6M | -0.8% | +49.7% | -50.5% | -11.3% |
| YTD | -16.2% | +67.2% | -83.4% | -27.0% |
| 1Y | -2.9% | +98.0% | -100.9% | -18.8% |
| 3Y | +79.8% | +237.2% | -157.3% | +30.9% |
| 5Y | +124.9% | +261.3% | -136.4% | +54.9% |
| All | +106.0% | +286.7% | -180.6% | +41.8% |
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