-99.8%
SOXS vs IJR
+25.5%
-125.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.4% | -10.6% | -8.3% |
| 7D | -7.0% | -0.2% | -6.8% | -7.6% |
| 30D | +2.8% | -2.4% | +5.2% | -8.1% |
| 3M | -9.8% | +3.9% | -13.8% | +25.9% |
| 6M | -99.2% | +12.4% | -111.6% | -96.1% |
| YTD | -99.5% | +21.5% | -121.0% | -96.8% |
| 1Y | -99.8% | +24.0% | -123.8% | -98.4% |
| All | -99.8% | +25.5% | -125.3% | -98.4% |
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