-100.0%
SOXS vs IRM
+1,157.0%
-1,257.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.7% |
| 7D | -15.6% | +1.6% | -17.2% | -13.7% |
| 30D | +4.8% | -4.2% | +8.9% | +0.9% |
| 3M | -21.6% | -5.4% | -16.3% | -22.5% |
| 6M | -99.3% | +12.0% | -111.4% | -98.8% |
| YTD | -99.5% | +42.0% | -141.6% | -98.8% |
| 1Y | -99.8% | +29.9% | -129.6% | -99.5% |
| 3Y | -100.0% | +104.4% | -204.3% | -99.9% |
| 5Y | -100.0% | +191.0% | -291.0% | -100.0% |
| 10Y | -100.0% | +417.1% | -517.1% | -100.0% |
| All | -100.0% | +1,157.0% | -1,257.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling