+62.8%
IVZ vs SOXQ
+265.0%
-202.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.9% |
| 7D | +1.1% | +5.3% | -4.2% | -1.6% |
| 30D | +3.1% | -3.7% | +6.8% | +4.8% |
| 3M | +18.2% | -7.8% | +26.0% | +20.5% |
| 6M | +38.6% | +58.4% | -19.8% | +2.4% |
| YTD | +25.9% | +68.1% | -42.2% | -10.4% |
| 1Y | +51.7% | +105.4% | -53.7% | -4.6% |
| 3Y | +138.7% | +239.2% | -100.6% | +2.7% |
| 5Y | +62.8% | +266.9% | -204.1% | -39.6% |
| All | +62.8% | +265.0% | -202.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling