-100.0%
SOXS vs IGV
+20.4%
-120.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +6.6% |
| 7D | -9.4% | -5.4% | -4.0% | -21.8% |
| 30D | +6.2% | -2.6% | +8.8% | -2.2% |
| 3M | -28.0% | +10.5% | -38.6% | -10.8% |
| 6M | -99.2% | +18.2% | -117.4% | -98.8% |
| YTD | -99.5% | -4.2% | -95.3% | -99.6% |
| 1Y | -99.7% | -9.8% | -89.9% | -99.8% |
| 3Y | -100.0% | +39.1% | -139.1% | -99.9% |
| All | -100.0% | +20.4% | -120.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 5y: compounded portfolio wealth divided by compounded IGV 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…
5y analysis · Full analysis span regression · 6 months rolling