+92.9%
IWF vs SOXQ
+286.7%
-193.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | -1.7% | -4.6% | +2.8% | +0.3% |
| 3M | +0.7% | -10.2% | +10.8% | +4.1% |
| 6M | +8.6% | +49.7% | -41.1% | -14.7% |
| YTD | +3.5% | +67.2% | -63.7% | -23.7% |
| 1Y | +7.0% | +98.0% | -91.0% | -28.3% |
| 3Y | +76.3% | +237.2% | -160.8% | -16.1% |
| 5Y | +74.8% | +261.3% | -186.5% | -22.2% |
| All | +92.9% | +286.7% | -193.7% | -15.5% |
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 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