-100.0%
SOXS vs IBN
+324.2%
-424.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -3.5% |
| 7D | -4.7% | -3.0% | -1.7% | -7.9% |
| 30D | +7.7% | -1.5% | +9.2% | +5.8% |
| 3M | -10.2% | +7.9% | -18.1% | -2.1% |
| 6M | -99.2% | +8.6% | -107.8% | -98.9% |
| YTD | -99.5% | -0.6% | -99.0% | -99.4% |
| 1Y | -99.8% | -7.3% | -92.4% | -99.7% |
| 3Y | -100.0% | +26.2% | -126.2% | -100.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +324.2% | -424.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling