-99.8%
SOXS vs IOT
-1.6%
-98.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | -4.7% | -4.5% | -0.2% | -4.4% |
| 30D | +7.7% | -2.4% | +10.2% | +7.7% |
| 3M | -10.2% | +19.0% | -29.1% | -11.3% |
| 6M | -99.2% | +19.6% | -118.8% | -99.2% |
| YTD | -99.5% | +8.3% | -107.8% | -99.6% |
| 1Y | -99.8% | -0.8% | -99.0% | -99.8% |
| All | -99.8% | -1.6% | -98.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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