-100.0%
SOXS vs IVZ
+132.2%
-232.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +7.3% |
| 7D | -9.4% | -2.4% | -7.0% | -12.9% |
| 30D | +6.2% | +2.5% | +3.7% | +11.1% |
| 3M | -28.0% | +17.1% | -45.1% | +2.1% |
| 6M | -99.2% | +35.1% | -134.3% | -97.4% |
| YTD | -99.5% | +24.3% | -123.8% | -98.5% |
| 1Y | -99.7% | +48.7% | -148.4% | -99.0% |
| All | -100.0% | +132.2% | -232.2% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling