-91.6%
SOXS vs IEMG
+13.6%
-105.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +13.0% |
| 7D | +46.7% | -3.1% | +49.7% | +28.6% |
| 30D | +97.0% | -10.3% | +107.3% | +26.3% |
| 3M | +39.5% | -6.6% | +46.1% | +16.4% |
| 6M | -54.9% | -3.9% | -51.1% | -33.2% |
| YTD | -90.4% | +12.4% | -102.8% | -60.2% |
| 1Y | -91.6% | +13.9% | -105.5% | -59.3% |
| All | -91.6% | +13.6% | -105.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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