-25.5%
IP vs SOXQ
+228.4%
-254.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +1.2% |
| 7D | -3.0% | -2.9% | -0.2% | -2.6% |
| 30D | +10.6% | -20.1% | +30.8% | +16.4% |
| 3M | -13.6% | -18.6% | +5.1% | -9.8% |
| 6M | +10.4% | -14.6% | +25.0% | +12.0% |
| YTD | -6.5% | +42.1% | -48.5% | -18.6% |
| 1Y | -2.1% | +45.2% | -47.3% | -15.5% |
| 3Y | +22.0% | +195.3% | -173.3% | -18.6% |
| 5Y | -9.7% | +174.8% | -184.5% | -43.9% |
| All | -25.5% | +228.4% | -254.0% | -53.9% |
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