-100.0%
SOXS vs IBB
+64.8%
-164.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -9.9% |
| 7D | -15.6% | -1.7% | -13.9% | -19.3% |
| 30D | +4.8% | +4.9% | -0.1% | +15.3% |
| 3M | -21.6% | +24.2% | -45.9% | +39.1% |
| 6M | -99.3% | +23.8% | -123.2% | -98.6% |
| YTD | -99.5% | +23.0% | -122.5% | -98.9% |
| 1Y | -99.8% | +46.2% | -145.9% | -99.2% |
| 3Y | -100.0% | +64.8% | -164.8% | -99.9% |
| All | -100.0% | +64.8% | -164.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling