+83.1%
ITOT vs SOXQ
+286.7%
-203.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -1.5% | -4.6% | +3.1% | +0.1% |
| 3M | +3.6% | -10.2% | +13.7% | +6.1% |
| 6M | +13.7% | +49.7% | -36.0% | -6.1% |
| YTD | +12.9% | +67.2% | -54.3% | -11.2% |
| 1Y | +17.2% | +98.0% | -80.8% | -14.6% |
| 3Y | +75.6% | +237.2% | -161.5% | -3.2% |
| 5Y | +75.5% | +261.3% | -185.8% | -9.9% |
| All | +83.1% | +286.7% | -203.6% | -7.1% |
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