-100.0%
SOXS vs IOVA
+9.7%
-109.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.7% | -11.2% | -3.7% |
| 7D | -4.7% | -2.2% | -2.6% | -5.2% |
| 30D | +7.7% | +27.6% | -19.9% | +18.1% |
| 3M | -10.2% | +117.2% | -127.3% | +22.0% |
| 6M | -99.2% | +77.7% | -176.9% | -98.9% |
| YTD | -99.5% | +215.0% | -314.5% | -99.2% |
| 1Y | -99.8% | +255.4% | -355.1% | -99.6% |
| 3Y | -100.0% | +42.6% | -142.6% | -100.0% |
| 5Y | -100.0% | -62.2% | -37.8% | -100.0% |
| All | -100.0% | +9.7% | -109.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling