+72.4%
IBN vs SOXQ
+290.2%
-217.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -5.1% | +5.2% | -10.3% | -6.1% |
| 30D | -3.5% | -0.5% | -3.0% | -3.5% |
| 3M | +11.3% | -5.6% | +16.9% | +11.4% |
| 6M | +4.4% | +53.0% | -48.6% | -7.0% |
| YTD | -1.8% | +68.8% | -70.6% | -14.6% |
| 1Y | -8.0% | +105.7% | -113.7% | -24.0% |
| 3Y | +27.1% | +240.5% | -213.4% | -13.5% |
| 5Y | +54.5% | +266.8% | -212.3% | -1.1% |
| All | +72.4% | +290.2% | -217.8% | +7.9% |
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