-90.8%
SOXS vs IJH
+17.5%
-108.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.1% | +12.5% |
| 7D | +46.7% | +1.7% | +45.0% | +62.1% |
| 30D | +97.0% | +1.2% | +95.7% | +116.0% |
| 3M | +39.5% | -3.4% | +43.0% | +18.9% |
| 6M | -54.9% | +3.7% | -58.6% | -28.7% |
| YTD | -90.4% | +13.9% | -104.3% | -73.0% |
| All | -90.8% | +17.5% | -108.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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