-100.0%
SOXS vs IBB
+631.9%
-731.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -12.2% |
| 7D | -7.0% | +1.4% | -8.4% | -4.4% |
| 30D | +2.8% | +10.5% | -7.7% | +26.9% |
| 3M | -9.8% | +23.6% | -33.5% | +49.2% |
| 6M | -99.2% | +22.6% | -121.8% | -98.4% |
| YTD | -99.5% | +25.7% | -125.2% | -98.9% |
| 1Y | -99.8% | +51.4% | -151.2% | -99.3% |
| 3Y | -100.0% | +64.4% | -164.4% | -99.9% |
| 5Y | -100.0% | +22.1% | -122.1% | -100.0% |
| 10Y | -100.0% | +132.5% | -232.5% | -100.0% |
| All | -100.0% | +631.9% | -731.9% | -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