-99.8%
SOXS vs IEMG
+31.6%
-131.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | +0.7% |
| 7D | -4.7% | -1.3% | -3.5% | -10.5% |
| 30D | +7.7% | +1.9% | +5.8% | +22.3% |
| 3M | -10.2% | +1.4% | -11.6% | +34.4% |
| 6M | -99.2% | +15.2% | -114.4% | -90.5% |
| YTD | -99.5% | +23.8% | -123.3% | -90.2% |
| 1Y | -99.8% | +30.7% | -130.4% | -92.7% |
| All | -99.8% | +31.6% | -131.3% | -92.7% |
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