+49.5%
IONS vs SOXQ
+288.7%
-239.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | -5.3% | +5.3% | -10.6% | -6.6% |
| 30D | +0.3% | -3.7% | +4.0% | +1.1% |
| 3M | -22.9% | -7.8% | -15.1% | -22.6% |
| 6M | -23.4% | +58.4% | -81.8% | -36.3% |
| YTD | -28.3% | +68.1% | -96.5% | -41.7% |
| 1Y | -7.0% | +105.4% | -112.4% | -29.8% |
| 3Y | +37.6% | +239.2% | -201.6% | -17.4% |
| 5Y | +53.4% | +266.9% | -213.5% | -10.3% |
| All | +49.5% | +288.7% | -239.2% | -13.3% |
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