+74.8%
IWD vs SOXQ
+288.7%
-214.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -0.2% | +5.3% | -5.5% | -1.4% |
| 30D | -0.8% | -3.7% | +2.9% | 0.0% |
| 3M | +8.0% | -7.8% | +15.9% | +8.9% |
| 6M | +18.2% | +58.4% | -40.2% | +2.2% |
| YTD | +22.3% | +68.1% | -45.8% | +3.8% |
| 1Y | +28.9% | +105.4% | -76.5% | +2.9% |
| 3Y | +71.5% | +239.2% | -167.7% | +12.8% |
| 5Y | +73.6% | +266.9% | -193.3% | +6.1% |
| All | +74.8% | +288.7% | -214.0% | +6.1% |
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