-100.0%
SOXS vs IJR
+39.9%
-139.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -3.6% |
| 7D | -4.7% | -2.2% | -2.6% | -12.1% |
| 30D | +7.7% | -4.6% | +12.3% | -8.5% |
| 3M | -10.2% | +0.2% | -10.4% | -2.2% |
| 6M | -99.2% | +14.7% | -113.9% | -96.9% |
| YTD | -99.5% | +18.9% | -118.4% | -97.8% |
| 1Y | -99.8% | +19.9% | -119.7% | -98.7% |
| 3Y | -100.0% | +53.0% | -153.0% | -99.6% |
| All | -100.0% | +39.9% | -139.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling