+55.4%
IOT vs SOXQ
+223.0%
-167.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -1.2% |
| 7D | -4.5% | +0.8% | -5.3% | -5.0% |
| 30D | -2.4% | -4.6% | +2.1% | 0.0% |
| 3M | +19.0% | -10.2% | +29.1% | +21.0% |
| 6M | +19.6% | +49.7% | -30.0% | -19.8% |
| YTD | +8.3% | +67.2% | -59.0% | -34.7% |
| 1Y | -0.8% | +98.0% | -98.8% | -48.2% |
| 3Y | +24.4% | +237.2% | -212.8% | -64.2% |
| All | +55.4% | +223.0% | -167.6% | -46.1% |
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