-100.0%
SOXS vs IONS
+53.9%
-153.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.7% |
| 7D | -9.4% | -4.3% | -5.2% | -11.9% |
| 30D | +6.2% | +0.4% | +5.7% | +6.4% |
| 3M | -28.0% | -24.1% | -3.9% | -39.5% |
| 6M | -99.2% | -26.4% | -72.7% | -99.3% |
| YTD | -99.5% | -29.7% | -69.8% | -99.5% |
| 1Y | -99.7% | -13.0% | -86.7% | -99.7% |
| 3Y | -100.0% | +35.0% | -135.0% | -100.0% |
| 5Y | -100.0% | +54.2% | -154.2% | -100.0% |
| All | -100.0% | +53.9% | -153.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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