-100.0%
SOXS vs IWD
+203.0%
-303.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.8% | +12.0% |
| 7D | -28.4% | +2.3% | -30.7% | -19.9% |
| 30D | +19.4% | +3.6% | +15.8% | +42.6% |
| 3M | +28.2% | +2.2% | +26.0% | +43.2% |
| 6M | -37.7% | +13.0% | -50.7% | +14.1% |
| YTD | -91.6% | +26.5% | -118.1% | -72.6% |
| 1Y | -93.1% | +30.1% | -123.2% | -74.1% |
| 3Y | -99.7% | +84.9% | -184.6% | -92.2% |
| 5Y | -99.9% | +73.4% | -173.3% | -96.8% |
| All | -100.0% | +203.0% | -303.0% | -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