-100.0%
SOXS vs IBB
+18.8%
-118.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -4.2% |
| 7D | -16.6% | -3.9% | -12.7% | -25.3% |
| 30D | -4.4% | +2.7% | -7.1% | +0.4% |
| 3M | -26.2% | +21.4% | -47.6% | +26.9% |
| 6M | -99.3% | +20.1% | -119.3% | -98.5% |
| YTD | -99.5% | +21.9% | -121.4% | -99.0% |
| 1Y | -99.8% | +44.1% | -143.9% | -99.2% |
| 3Y | -100.0% | +63.4% | -163.3% | -99.9% |
| All | -100.0% | +18.8% | -118.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling