-100.0%
SOXS vs IP
+22.3%
-122.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.3% | -16.8% | -19.8% |
| 7D | -22.3% | -2.8% | -19.5% | -23.3% |
| 30D | +21.9% | +9.2% | +12.7% | +36.9% |
| 3M | +4.2% | -16.1% | +20.4% | -15.0% |
| 6M | -43.4% | +9.6% | -53.0% | -31.2% |
| YTD | -92.5% | -8.8% | -83.8% | -92.6% |
| 1Y | -93.5% | -5.5% | -88.0% | -93.2% |
| 3Y | -99.7% | +19.6% | -119.3% | -99.4% |
| 5Y | -99.9% | -13.5% | -86.5% | -99.9% |
| 10Y | -100.0% | +22.4% | -122.4% | -100.0% |
| All | -100.0% | +22.3% | -122.3% | -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