+32.7%
IWM vs SOXQ
+286.7%
-254.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -4.6% | -4.6% | 0.0% | -2.9% |
| 3M | -0.3% | -10.2% | +9.9% | +2.5% |
| 6M | +14.7% | +49.7% | -34.9% | -7.2% |
| YTD | +17.8% | +67.2% | -49.4% | -9.6% |
| 1Y | +21.2% | +98.0% | -76.8% | -14.3% |
| 3Y | +62.3% | +237.2% | -174.8% | -15.6% |
| 5Y | +38.7% | +261.3% | -222.6% | -32.6% |
| All | +32.7% | +286.7% | -254.0% | -36.4% |
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