-100.0%
SOXS vs IJH
+509.8%
-609.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -2.8% |
| 7D | -4.7% | -1.9% | -2.9% | -10.7% |
| 30D | +7.7% | -4.6% | +12.4% | -7.6% |
| 3M | -10.2% | -1.2% | -9.0% | -4.9% |
| 6M | -99.2% | +9.4% | -108.6% | -97.4% |
| YTD | -99.5% | +13.3% | -112.9% | -98.1% |
| 1Y | -99.8% | +13.4% | -113.1% | -99.0% |
| 3Y | -100.0% | +50.4% | -150.4% | -99.6% |
| 5Y | -100.0% | +49.0% | -149.0% | -99.8% |
| 10Y | -100.0% | +182.6% | -282.6% | -100.0% |
| All | -100.0% | +509.8% | -609.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling