-100.0%
SOXS vs IP
+202.9%
-302.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.2% | -12.4% | -7.3% |
| 7D | -7.0% | -5.3% | -1.7% | -13.1% |
| 30D | +2.8% | -10.9% | +13.6% | -11.8% |
| 3M | -9.8% | +11.2% | -21.0% | +8.7% |
| 6M | -99.2% | -10.2% | -89.0% | -98.9% |
| YTD | -99.5% | -2.0% | -97.5% | -99.2% |
| 1Y | -99.8% | -19.1% | -80.7% | -99.7% |
| 3Y | -100.0% | +20.9% | -120.8% | -99.9% |
| 5Y | -100.0% | -17.8% | -82.2% | -100.0% |
| 10Y | -100.0% | +23.5% | -123.5% | -100.0% |
| All | -100.0% | +202.9% | -302.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling