-91.6%
SOXS vs IEF
-1.9%
-89.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.2% | +10.4% |
| 7D | +46.7% | +0.9% | +45.8% | +50.1% |
| 30D | +97.0% | +3.1% | +93.9% | +121.7% |
| 3M | +39.5% | -1.4% | +40.9% | +21.1% |
| 6M | -54.9% | -1.6% | -53.4% | -59.1% |
| YTD | -90.4% | -2.1% | -88.3% | -91.4% |
| 1Y | -91.6% | -2.0% | -89.7% | -92.6% |
| All | -91.6% | -1.9% | -89.7% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling