+22.5%
IVZ vs SOXQ
+227.1%
-204.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.2% | -5.7% | +7.9% | +5.0% |
| 30D | -2.2% | -20.5% | +18.3% | +9.3% |
| 3M | -8.4% | -16.6% | +8.2% | -0.7% |
| 6M | +6.2% | -15.0% | +21.1% | +10.2% |
| YTD | +12.4% | +41.5% | -29.1% | -13.2% |
| 1Y | +26.0% | +40.2% | -14.2% | -2.6% |
| 3Y | +147.9% | +183.0% | -35.1% | +17.3% |
| 5Y | +38.8% | +181.3% | -142.5% | -38.7% |
| All | +22.5% | +227.1% | -204.6% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling