+34.4%
IJR vs SOXQ
+286.7%
-252.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.1% |
| 7D | -2.2% | +0.8% | -2.9% | -2.5% |
| 30D | -4.6% | -4.6% | 0.0% | -3.1% |
| 3M | +0.2% | -10.2% | +10.4% | +2.6% |
| 6M | +14.7% | +49.7% | -35.0% | -5.3% |
| YTD | +18.9% | +67.2% | -48.4% | -6.6% |
| 1Y | +19.9% | +98.0% | -78.1% | -12.6% |
| 3Y | +53.0% | +237.2% | -184.1% | -15.5% |
| 5Y | +40.9% | +261.3% | -220.4% | -27.4% |
| All | +34.4% | +286.7% | -252.2% | -31.5% |
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