-100.0%
SOXS vs IBKR
+2,797.8%
-2,897.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.7% | -2.4% |
| 7D | -4.7% | -1.3% | -3.4% | -6.5% |
| 30D | +7.7% | -0.2% | +8.0% | +9.1% |
| 3M | -10.2% | +3.0% | -13.1% | +2.1% |
| 6M | -99.2% | +33.9% | -133.1% | -97.8% |
| YTD | -99.5% | +42.5% | -142.0% | -98.5% |
| 1Y | -99.8% | +44.9% | -144.6% | -99.1% |
| 3Y | -100.0% | +293.0% | -393.0% | -99.6% |
| 5Y | -100.0% | +497.7% | -597.6% | -99.8% |
| 10Y | -100.0% | +1,004.4% | -1,104.4% | -100.0% |
| All | -100.0% | +2,797.8% | -2,897.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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