-100.0%
SOXS vs IWD
+72.9%
-172.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -4.8% |
| 7D | -16.6% | -1.2% | -15.4% | -22.1% |
| 30D | -4.4% | -1.6% | -2.7% | -13.9% |
| 3M | -26.2% | +7.0% | -33.2% | +7.6% |
| 6M | -99.3% | +17.0% | -116.2% | -96.7% |
| YTD | -99.5% | +21.6% | -121.2% | -97.4% |
| 1Y | -99.8% | +28.0% | -127.8% | -98.3% |
| 3Y | -100.0% | +70.6% | -170.5% | -99.1% |
| 5Y | -100.0% | +73.3% | -173.3% | -99.7% |
| All | -100.0% | +72.9% | -172.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling