-100.0%
SOXS vs IVZ
+61.1%
-161.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -3.7% |
| 7D | -4.7% | -2.4% | -2.4% | -8.8% |
| 30D | +7.7% | +3.0% | +4.7% | +14.0% |
| 3M | -10.2% | +14.9% | -25.0% | +24.0% |
| 6M | -99.2% | +36.7% | -135.9% | -97.3% |
| YTD | -99.5% | +25.7% | -125.2% | -98.5% |
| 1Y | -99.8% | +47.7% | -147.5% | -98.9% |
| 3Y | -100.0% | +138.8% | -238.8% | -99.7% |
| All | -100.0% | +61.1% | -161.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling