+40.3%
IVZ vs SOXQ
+283.8%
-243.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | -0.6% |
| 7D | +0.6% | +2.3% | -1.7% | -0.6% |
| 30D | +4.0% | -2.3% | +6.3% | +4.9% |
| 3M | +18.2% | -13.8% | +31.9% | +24.4% |
| 6M | +32.8% | +48.6% | -15.8% | +1.9% |
| YTD | +28.7% | +66.0% | -37.2% | -7.6% |
| 1Y | +55.4% | +107.9% | -52.5% | -2.7% |
| 3Y | +135.2% | +224.1% | -88.9% | +5.0% |
| 5Y | +64.2% | +256.6% | -192.4% | -36.2% |
| All | +40.3% | +283.8% | -243.4% | -46.5% |
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