-100.0%
SOXS vs IGV
+991.3%
-1,091.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -4.1% |
| 7D | -16.6% | -1.5% | -15.0% | -21.2% |
| 30D | -4.4% | -3.0% | -1.3% | -14.2% |
| 3M | -26.2% | +9.6% | -35.8% | -9.5% |
| 6M | -99.3% | +16.1% | -115.4% | -99.0% |
| YTD | -99.5% | -3.6% | -95.9% | -99.6% |
| 1Y | -99.8% | -7.8% | -91.9% | -99.8% |
| 3Y | -100.0% | +40.0% | -140.0% | -99.9% |
| 5Y | -100.0% | +21.2% | -121.2% | -100.0% |
| 10Y | -100.0% | +364.4% | -464.4% | -100.0% |
| All | -100.0% | +991.3% | -1,091.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling