-100.0%
SOXS vs IAG
+427.6%
-527.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.3% |
| 7D | -4.7% | -1.1% | -3.7% | -5.0% |
| 30D | +7.7% | +12.1% | -4.4% | +12.5% |
| 3M | -10.2% | +25.5% | -35.7% | +0.5% |
| 6M | -99.2% | -7.1% | -92.1% | -98.9% |
| YTD | -99.5% | +22.9% | -122.4% | -99.3% |
| 1Y | -99.8% | +83.3% | -183.1% | -99.6% |
| 3Y | -100.0% | +808.5% | -908.5% | -100.0% |
| 5Y | -100.0% | +838.0% | -938.0% | -100.0% |
| All | -100.0% | +427.6% | -527.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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