+208.9%
IRM vs SOXQ
+288.7%
-79.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +1.6% | +5.3% | -3.7% | -0.1% |
| 30D | -4.2% | -3.7% | -0.5% | -3.1% |
| 3M | -5.4% | -7.8% | +2.5% | -4.2% |
| 6M | +12.0% | +58.4% | -46.4% | -6.2% |
| YTD | +42.0% | +68.1% | -26.1% | +16.3% |
| 1Y | +29.9% | +105.4% | -75.5% | -1.0% |
| 3Y | +104.4% | +239.2% | -134.9% | +25.9% |
| 5Y | +191.0% | +266.9% | -75.9% | +66.3% |
| All | +208.9% | +288.7% | -79.8% | +74.5% |
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