-100.0%
SOXS vs IP
+189.0%
-289.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.9% | -25.2% | -18.4% |
| 7D | -5.1% | -3.0% | -2.0% | -7.0% |
| 30D | +60.4% | +10.6% | +49.7% | +85.7% |
| 3M | +32.7% | -13.6% | +46.3% | +11.3% |
| 6M | -36.2% | +10.4% | -46.6% | -21.1% |
| YTD | -90.9% | -6.5% | -84.4% | -90.8% |
| 1Y | -92.2% | -2.1% | -90.0% | -91.5% |
| 3Y | -99.7% | +22.0% | -121.7% | -99.4% |
| 5Y | -99.9% | -9.7% | -90.2% | -99.9% |
| 10Y | -100.0% | +26.8% | -126.8% | -100.0% |
| All | -100.0% | +189.0% | -289.0% | -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