-100.0%
SOXS vs IBN
+363.2%
-463.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -3.7% |
| 7D | -16.6% | -5.1% | -11.5% | -21.3% |
| 30D | -4.4% | -3.5% | -0.8% | -8.1% |
| 3M | -26.2% | +11.3% | -37.5% | -16.9% |
| 6M | -99.3% | +4.4% | -103.7% | -99.1% |
| YTD | -99.5% | -1.8% | -97.7% | -99.4% |
| 1Y | -99.8% | -8.0% | -91.8% | -99.8% |
| 3Y | -100.0% | +27.1% | -127.1% | -100.0% |
| 5Y | -100.0% | +54.5% | -154.5% | -100.0% |
| 10Y | -100.0% | +314.2% | -414.2% | -100.0% |
| All | -100.0% | +363.2% | -463.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling