-99.8%
SOXS vs IJH
+18.2%
-118.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.1% | -10.3% | -9.4% |
| 7D | -7.0% | +0.1% | -7.1% | -6.2% |
| 30D | +2.8% | -1.5% | +4.3% | -4.9% |
| 3M | -9.8% | +0.8% | -10.6% | +15.4% |
| 6M | -99.2% | +7.6% | -106.7% | -96.0% |
| YTD | -99.5% | +15.5% | -115.0% | -96.5% |
| 1Y | -99.8% | +16.9% | -116.7% | -98.2% |
| All | -99.8% | +18.2% | -118.0% | -98.2% |
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