-100.0%
SOXS vs IRM
+186.9%
-286.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.1% | +4.8% |
| 7D | -9.4% | -1.8% | -7.6% | -11.7% |
| 30D | +6.2% | -7.8% | +13.9% | -4.9% |
| 3M | -28.0% | -7.9% | -20.2% | -32.4% |
| 6M | -99.2% | +6.3% | -105.5% | -98.5% |
| YTD | -99.5% | +38.2% | -137.6% | -98.6% |
| 1Y | -99.7% | +19.8% | -119.6% | -99.4% |
| 3Y | -100.0% | +98.8% | -198.7% | -99.8% |
| 5Y | -100.0% | +191.8% | -291.8% | -99.9% |
| All | -100.0% | +186.9% | -286.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling