-100.0%
SOXS vs IOVA
-91.7%
-8.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -5.0% |
| 7D | -15.6% | +5.1% | -20.7% | -15.2% |
| 30D | +4.8% | +37.2% | -32.5% | +8.1% |
| 3M | -21.6% | +117.5% | -139.1% | -14.6% |
| 6M | -99.3% | +69.6% | -168.9% | -99.3% |
| YTD | -99.5% | +218.7% | -318.2% | -99.4% |
| 1Y | -99.8% | +265.5% | -365.3% | -99.7% |
| 3Y | -100.0% | +46.2% | -146.2% | -100.0% |
| 5Y | -100.0% | -63.2% | -36.8% | -100.0% |
| 10Y | -100.0% | +6.1% | -106.1% | -100.0% |
| All | -100.0% | -91.7% | -8.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling