-21.6%
SOXS vs IVZ
+16.9%
-38.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -9.4% |
| 7D | -15.6% | +1.1% | -16.7% | -13.7% |
| 30D | +4.8% | +3.1% | +1.7% | +12.0% |
| 3M | -21.6% | +18.2% | -39.8% | +23.6% |
| All | -21.6% | +16.9% | -38.6% | +23.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling