-99.9%
SOXS vs IP
-13.5%
-86.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.4% | +9.6% | +12.6% |
| 7D | -28.4% | -0.3% | -28.1% | -28.4% |
| 30D | +19.4% | +7.9% | +11.5% | +30.2% |
| 3M | +28.2% | -15.3% | +43.5% | +9.2% |
| 6M | -37.7% | +10.5% | -48.2% | -24.3% |
| YTD | -91.6% | -9.4% | -82.2% | -91.6% |
| 1Y | -93.1% | -4.6% | -88.4% | -92.5% |
| 3Y | -99.7% | +21.2% | -120.9% | -99.3% |
| All | -99.9% | -13.5% | -86.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling