-99.9%
SOXS vs IWD
+74.1%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.4% | -18.6% | -15.9% |
| 7D | -22.3% | -0.6% | -21.8% | -20.0% |
| 30D | +21.9% | +3.6% | +18.3% | +51.5% |
| 3M | +4.2% | +2.7% | +1.6% | +21.8% |
| 6M | -43.4% | +13.2% | -56.6% | +20.4% |
| YTD | -92.5% | +26.8% | -119.3% | -67.8% |
| 1Y | -93.5% | +29.3% | -122.7% | -68.2% |
| 3Y | -99.7% | +85.1% | -184.9% | -85.8% |
| 5Y | -99.9% | +74.2% | -174.1% | -94.7% |
| All | -99.9% | +74.1% | -174.0% | -94.7% |
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