+74.8%
IWD vs SOXQ
+286.7%
-211.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -0.8% | -4.6% | +3.7% | +0.1% |
| 3M | +6.9% | -10.2% | +17.1% | +8.6% |
| 6M | +18.3% | +49.7% | -31.4% | +3.8% |
| YTD | +22.4% | +67.2% | -44.9% | +3.9% |
| 1Y | +27.4% | +98.0% | -70.6% | +2.8% |
| 3Y | +71.2% | +237.2% | -166.0% | +12.7% |
| 5Y | +75.7% | +261.3% | -185.6% | +7.7% |
| All | +74.8% | +286.7% | -211.9% | +6.3% |
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