+30.3%
ITW vs SOXQ
+286.7%
-256.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -8.3% | -4.6% | -3.8% | -7.4% |
| 3M | +6.0% | -10.2% | +16.2% | +7.7% |
| 6M | 0.0% | +49.7% | -49.7% | -12.5% |
| YTD | +10.2% | +67.2% | -57.0% | -6.8% |
| 1Y | +3.2% | +98.0% | -94.8% | -17.5% |
| 3Y | +21.0% | +237.2% | -216.2% | -22.9% |
| 5Y | +37.9% | +261.3% | -223.4% | -19.6% |
| All | +30.3% | +286.7% | -256.4% | -24.5% |
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