-100.0%
SOXS vs IEF
+48.6%
-148.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.2% |
| 7D | -16.6% | -0.3% | -16.3% | -15.9% |
| 30D | -4.4% | -0.6% | -3.8% | -3.1% |
| 3M | -26.2% | -1.0% | -25.2% | -25.3% |
| 6M | -99.3% | -3.1% | -96.2% | -99.4% |
| YTD | -99.5% | -1.9% | -97.7% | -99.6% |
| 1Y | -99.8% | -1.4% | -98.4% | -99.8% |
| 3Y | -100.0% | +9.8% | -109.8% | -100.0% |
| 5Y | -100.0% | -8.8% | -91.2% | -100.0% |
| 10Y | -100.0% | +4.7% | -104.7% | -100.0% |
| All | -100.0% | +48.6% | -148.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling