-100.0%
SOXS vs IRM
+102.2%
-202.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -2.3% |
| 7D | -4.7% | -1.4% | -3.3% | -6.7% |
| 30D | +7.7% | -7.4% | +15.1% | -2.8% |
| 3M | -10.2% | -7.4% | -2.8% | -15.2% |
| 6M | -99.2% | +8.7% | -107.9% | -98.5% |
| YTD | -99.5% | +40.9% | -140.5% | -98.7% |
| 1Y | -99.8% | +20.5% | -120.3% | -99.4% |
| 3Y | -100.0% | +101.7% | -201.7% | -99.8% |
| All | -100.0% | +102.2% | -202.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling