-91.6%
SOXS vs IP
+2.3%
-93.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +9.4% |
| 7D | +46.7% | +3.4% | +43.3% | +48.6% |
| 30D | +97.0% | +11.2% | +85.7% | +107.3% |
| 3M | +39.5% | -14.8% | +54.3% | +29.1% |
| 6M | -54.9% | +17.3% | -72.2% | -47.3% |
| YTD | -90.4% | -6.2% | -84.2% | -89.9% |
| 1Y | -91.6% | +2.3% | -94.0% | -91.1% |
| All | -91.6% | +2.3% | -93.9% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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