+138.7%
IVZ vs SOXQ
+237.4%
-98.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.8% |
| 7D | +1.1% | +5.3% | -4.2% | -1.1% |
| 30D | +3.1% | -3.7% | +6.8% | +4.5% |
| 3M | +18.2% | -7.8% | +26.0% | +20.1% |
| 6M | +38.6% | +58.4% | -19.8% | +6.8% |
| YTD | +25.9% | +68.1% | -42.2% | -6.0% |
| 1Y | +51.7% | +105.4% | -53.7% | +2.0% |
| 3Y | +138.7% | +239.2% | -100.6% | +8.2% |
| All | +138.7% | +237.4% | -98.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling