-99.8%
SOXS vs IVZ
+49.7%
-149.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -3.5% |
| 7D | -4.7% | -2.4% | -2.4% | -9.1% |
| 30D | +7.7% | +3.0% | +4.7% | +14.5% |
| 3M | -10.2% | +14.9% | -25.0% | +26.5% |
| 6M | -99.2% | +36.7% | -135.9% | -97.1% |
| YTD | -99.5% | +25.7% | -125.2% | -98.3% |
| 1Y | -99.8% | +47.7% | -147.5% | -98.8% |
| All | -99.8% | +49.7% | -149.4% | -98.8% |
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