-100.0%
SOXS vs IOVA
-65.3%
-34.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -2.8% |
| 7D | -16.6% | -2.2% | -14.4% | -17.1% |
| 30D | -4.4% | +31.7% | -36.1% | +4.3% |
| 3M | -26.2% | +117.3% | -143.5% | -3.8% |
| 6M | -99.3% | +55.8% | -155.1% | -99.1% |
| YTD | -99.5% | +208.8% | -308.3% | -99.3% |
| 1Y | -99.8% | +255.7% | -355.5% | -99.6% |
| 3Y | -100.0% | +41.7% | -141.7% | -100.0% |
| All | -100.0% | -65.3% | -34.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling