-100.0%
SOXS vs IVV
+79.1%
-179.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -8.6% |
| 7D | -15.6% | +0.5% | -16.1% | -13.6% |
| 30D | +4.8% | -1.0% | +5.7% | -1.5% |
| 3M | -21.6% | +3.9% | -25.5% | +17.9% |
| 6M | -99.3% | +14.5% | -113.8% | -96.6% |
| YTD | -99.5% | +12.9% | -112.4% | -97.6% |
| 1Y | -99.8% | +19.4% | -119.1% | -98.3% |
| 3Y | -100.0% | +78.8% | -178.8% | -97.0% |
| All | -100.0% | +79.1% | -179.0% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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