+21.5%
IVZ vs SOXQ
+245.8%
-224.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -3.7% |
| 7D | -2.8% | +2.9% | -5.6% | -4.4% |
| 30D | -2.2% | -13.6% | +11.5% | +4.7% |
| 3M | -8.1% | -12.5% | +4.4% | -2.8% |
| 6M | +3.8% | -12.4% | +16.1% | +6.1% |
| YTD | +11.5% | +49.6% | -38.1% | -16.4% |
| 1Y | +23.7% | +52.0% | -28.3% | -8.4% |
| 3Y | +145.8% | +199.1% | -53.3% | +12.9% |
| 5Y | +36.1% | +192.6% | -156.5% | -41.1% |
| All | +21.5% | +245.8% | -224.3% | -51.6% |
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 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