-100.0%
SOXS vs IEMG
+83.7%
-183.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | +0.3% |
| 7D | -4.7% | -1.3% | -3.5% | -10.1% |
| 30D | +7.7% | +1.9% | +5.8% | +21.5% |
| 3M | -10.2% | +1.4% | -11.6% | +32.6% |
| 6M | -99.2% | +15.2% | -114.4% | -90.6% |
| YTD | -99.5% | +23.8% | -123.3% | -91.4% |
| 1Y | -99.8% | +30.7% | -130.4% | -93.8% |
| 3Y | -100.0% | +83.3% | -183.3% | -96.3% |
| All | -100.0% | +83.7% | -183.6% | -96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling