-91.6%
SOXS vs IVZ
+30.5%
-122.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.2% | +4.6% | +16.2% |
| 7D | +46.7% | +2.6% | +44.0% | +55.0% |
| 30D | +97.0% | -3.5% | +100.4% | +90.6% |
| 3M | +39.5% | -7.4% | +46.9% | +28.1% |
| 6M | -54.9% | +14.7% | -69.6% | -34.0% |
| YTD | -90.4% | +14.6% | -105.0% | -83.5% |
| 1Y | -91.6% | +30.7% | -122.3% | -81.8% |
| All | -91.6% | +30.5% | -122.2% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling