+8.7%
IYR vs SOXQ
+279.9%
-271.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.5% |
| 7D | -2.8% | +2.3% | -5.1% | -3.2% |
| 30D | -2.5% | -3.9% | +1.4% | -1.9% |
| 3M | -3.0% | -4.7% | +1.8% | -3.3% |
| 6M | +1.6% | +47.9% | -46.2% | -9.1% |
| YTD | +7.3% | +64.3% | -57.0% | -6.6% |
| 1Y | +5.6% | +95.7% | -90.1% | -12.4% |
| 3Y | +28.1% | +231.5% | -203.4% | -13.1% |
| 5Y | +6.1% | +255.0% | -248.9% | -32.0% |
| All | +8.7% | +279.9% | -271.2% | -30.6% |
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