-23.4%
IONS vs SOXQ
+231.9%
-255.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.5% | +9.9% | +7.3% |
| 7D | -26.3% | +8.2% | -34.4% | -28.2% |
| 30D | -31.9% | -13.2% | -18.8% | -29.9% |
| 3M | -48.0% | -18.5% | -29.5% | -45.7% |
| 6M | -62.6% | -15.4% | -47.1% | -62.2% |
| YTD | -63.3% | +43.6% | -106.8% | -69.1% |
| 1Y | -58.4% | +49.2% | -107.6% | -65.6% |
| 3Y | -38.2% | +190.2% | -228.4% | -61.6% |
| 5Y | -11.1% | +178.2% | -189.3% | -43.3% |
| All | -23.4% | +231.9% | -255.3% | -54.1% |
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