+42.4%
IEMG vs SOXQ
+286.7%
-244.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | -1.3% | +0.8% | -2.0% | -1.6% |
| 30D | +1.9% | -4.6% | +6.5% | +3.5% |
| 3M | +1.4% | -10.2% | +11.6% | +4.7% |
| 6M | +15.2% | +49.7% | -34.5% | -0.3% |
| YTD | +23.8% | +67.2% | -43.4% | +3.2% |
| 1Y | +30.7% | +98.0% | -67.3% | +2.8% |
| 3Y | +83.3% | +237.2% | -153.9% | +16.0% |
| 5Y | +48.8% | +261.3% | -212.5% | -12.4% |
| All | +42.4% | +286.7% | -244.3% | -17.8% |
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 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