-99.9%
SOXS vs IVV
+74.6%
-174.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | -0.8% |
| 7D | -43.7% | +3.3% | -47.0% | -29.6% |
| 30D | +22.2% | -2.7% | +24.8% | +21.3% |
| 3M | +13.0% | -1.7% | +14.7% | +21.6% |
| 6M | -47.7% | +3.2% | -50.8% | -9.3% |
| YTD | -92.5% | +12.0% | -104.5% | -76.0% |
| 1Y | -93.1% | +12.1% | -105.2% | -76.9% |
| 3Y | -99.7% | +78.6% | -178.4% | -73.5% |
| 5Y | -99.9% | +73.8% | -173.8% | -84.5% |
| All | -99.9% | +74.6% | -174.6% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling