-100.0%
SOXS vs IQV
+498.2%
-598.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -3.1% |
| 7D | -4.7% | -2.2% | -2.5% | -7.9% |
| 30D | +7.7% | +8.3% | -0.6% | +20.2% |
| 3M | -10.2% | +44.6% | -54.7% | +36.2% |
| 6M | -99.2% | +52.6% | -151.8% | -100.0% |
| YTD | -99.5% | +16.1% | -115.7% | -100.0% |
| 1Y | -99.8% | +37.3% | -137.0% | -100.0% |
| 3Y | -100.0% | +21.6% | -121.6% | -100.0% |
| 5Y | -100.0% | +0.5% | -100.5% | -100.0% |
| 10Y | -100.0% | +239.7% | -339.7% | -100.0% |
| All | -100.0% | +498.2% | -598.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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