-100.0%
SOXS vs IAG
+47.7%
-147.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -5.4% |
| 7D | -15.6% | +4.3% | -19.8% | -14.7% |
| 30D | +4.8% | +9.8% | -5.0% | +7.7% |
| 3M | -21.6% | +28.9% | -50.5% | -13.0% |
| 6M | -99.3% | -7.6% | -91.8% | -99.2% |
| YTD | -99.5% | +22.0% | -121.5% | -99.3% |
| 1Y | -99.8% | +99.5% | -199.3% | -99.6% |
| 3Y | -100.0% | +818.3% | -918.2% | -100.0% |
| 5Y | -100.0% | +785.9% | -885.9% | -100.0% |
| 10Y | -100.0% | +381.1% | -481.1% | -100.0% |
| All | -100.0% | +47.7% | -147.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling