+196.5%
IRM vs SOXQ
+258.1%
-61.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.4% |
| 7D | -1.4% | +0.8% | -2.2% | -1.7% |
| 30D | -7.4% | -4.6% | -2.8% | -6.0% |
| 3M | -7.4% | -10.2% | +2.8% | -5.2% |
| 6M | +8.7% | +49.7% | -41.0% | -7.4% |
| YTD | +40.9% | +67.2% | -26.3% | +15.4% |
| 1Y | +20.5% | +98.0% | -77.5% | -7.2% |
| 3Y | +101.7% | +237.2% | -135.5% | +23.6% |
| All | +196.5% | +258.1% | -61.6% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling