+35.3%
IWM vs SOXQ
+288.7%
-253.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | +1.4% | +5.3% | -3.9% | -0.7% |
| 30D | -2.3% | -3.7% | +1.4% | -1.0% |
| 3M | +4.0% | -7.8% | +11.8% | +5.5% |
| 6M | +17.9% | +58.4% | -40.4% | -6.9% |
| YTD | +20.2% | +68.1% | -47.9% | -8.0% |
| 1Y | +25.0% | +105.4% | -80.4% | -13.1% |
| 3Y | +66.0% | +239.2% | -173.2% | -13.9% |
| 5Y | +40.0% | +266.9% | -226.9% | -32.3% |
| All | +35.3% | +288.7% | -253.4% | -35.3% |
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 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