-13.8%
INVH vs SOXQ
+286.7%
-300.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.3% |
| 7D | -3.0% | +0.8% | -3.8% | -3.1% |
| 30D | -7.5% | -4.6% | -3.0% | -7.0% |
| 3M | -5.5% | -10.2% | +4.6% | -4.7% |
| 6M | +11.7% | +49.7% | -38.0% | +1.3% |
| YTD | +1.3% | +67.2% | -65.9% | -10.4% |
| 1Y | -6.1% | +98.0% | -104.1% | -20.4% |
| 3Y | -9.8% | +237.2% | -246.9% | -36.7% |
| 5Y | -19.7% | +261.3% | -281.0% | -46.5% |
| All | -13.8% | +286.7% | -300.5% | -42.8% |
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