-100.0%
SOXS vs IWD
+203.8%
-303.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -2.0% |
| 7D | -4.7% | -0.8% | -4.0% | -7.8% |
| 30D | +7.7% | -0.8% | +8.6% | +2.8% |
| 3M | -10.2% | +6.9% | -17.1% | +18.8% |
| 6M | -99.2% | +18.3% | -117.5% | -97.2% |
| YTD | -99.5% | +22.4% | -121.9% | -98.0% |
| 1Y | -99.8% | +27.4% | -127.2% | -98.7% |
| 3Y | -100.0% | +71.2% | -171.1% | -99.5% |
| 5Y | -100.0% | +75.7% | -175.7% | -99.8% |
| All | -100.0% | +203.8% | -303.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling