-27.6%
IP vs SOXQ
+206.9%
-234.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | -0.1% |
| 7D | -5.1% | -12.2% | +7.2% | -2.2% |
| 30D | +8.5% | -28.2% | +36.7% | +17.3% |
| 3M | -13.8% | -22.1% | +8.2% | -9.1% |
| 6M | +5.7% | -18.1% | +23.9% | +8.3% |
| YTD | -9.1% | +32.7% | -41.8% | -19.5% |
| 1Y | -0.8% | +34.1% | -34.9% | -12.7% |
| 3Y | +14.8% | +176.7% | -161.9% | -22.2% |
| 5Y | -11.5% | +159.9% | -171.4% | -44.1% |
| All | -27.6% | +206.9% | -234.5% | -54.5% |
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