-100.0%
SOXS vs IP
+20.7%
-120.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -7.4% |
| 7D | -15.6% | +0.1% | -15.7% | -15.4% |
| 30D | +4.8% | -11.2% | +16.0% | -9.8% |
| 3M | -21.6% | +12.3% | -33.9% | -4.6% |
| 6M | -99.3% | -5.2% | -94.1% | -99.0% |
| YTD | -99.5% | -4.0% | -95.6% | -99.3% |
| 1Y | -99.8% | -19.2% | -80.6% | -99.7% |
| 3Y | -100.0% | +20.3% | -120.3% | -100.0% |
| 5Y | -100.0% | -17.5% | -82.5% | -100.0% |
| 10Y | -100.0% | +21.2% | -121.2% | -100.0% |
| All | -100.0% | +20.7% | -120.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling