-100.0%
SOXS vs IBB
+637.1%
-737.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | -4.0% |
| 7D | -43.7% | +1.6% | -45.3% | -40.3% |
| 30D | +22.2% | +6.7% | +15.5% | +50.3% |
| 3M | +13.0% | +6.3% | +6.7% | +36.4% |
| 6M | -47.7% | +23.9% | -71.6% | -7.3% |
| YTD | -92.5% | +26.6% | -119.0% | -84.9% |
| 1Y | -93.1% | +29.6% | -122.8% | -85.3% |
| 3Y | -99.7% | +86.1% | -185.8% | -97.9% |
| 5Y | -99.9% | +40.3% | -140.3% | -99.5% |
| 10Y | -100.0% | +128.1% | -228.1% | -100.0% |
| All | -100.0% | +637.1% | -737.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling