-91.6%
SOXS vs IJR
+24.2%
-115.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.4% | +15.1% |
| 7D | +46.7% | +2.3% | +44.4% | +61.9% |
| 30D | +97.0% | +2.8% | +94.1% | +124.1% |
| 3M | +39.5% | -4.6% | +44.2% | +12.1% |
| 6M | -54.9% | +5.7% | -60.6% | -31.1% |
| YTD | -90.4% | +19.9% | -110.3% | -73.1% |
| 1Y | -91.6% | +24.2% | -115.8% | -73.1% |
| All | -91.6% | +24.2% | -115.8% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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