-100.0%
SOXS vs IOVA
-92.6%
-7.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.7% | +9.4% | +11.2% |
| 7D | -28.4% | -3.5% | -24.9% | -28.6% |
| 30D | +19.4% | -45.4% | +64.8% | +15.3% |
| 3M | +28.2% | +19.0% | +9.1% | +33.9% |
| 6M | -37.7% | +112.0% | -149.7% | -30.3% |
| YTD | -91.6% | +184.2% | -275.9% | -90.2% |
| 1Y | -93.1% | +222.0% | -315.1% | -91.7% |
| 3Y | -99.7% | +92.6% | -192.3% | -99.6% |
| 5Y | -99.9% | -63.2% | -36.8% | -99.9% |
| 10Y | -100.0% | +2.1% | -102.1% | -100.0% |
| All | -100.0% | -92.6% | -7.4% | -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