-100.0%
SOXS vs IWD
+516.7%
-616.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.7% | -9.5% | -12.8% |
| 7D | -7.0% | -0.3% | -6.7% | -8.2% |
| 30D | +2.8% | +0.6% | +2.2% | +3.9% |
| 3M | -9.8% | +7.2% | -17.1% | +24.4% |
| 6M | -99.2% | +16.2% | -115.4% | -97.4% |
| YTD | -99.5% | +23.3% | -122.8% | -97.9% |
| 1Y | -99.8% | +29.6% | -129.3% | -98.8% |
| 3Y | -100.0% | +70.5% | -170.4% | -99.5% |
| 5Y | -100.0% | +73.5% | -173.5% | -99.8% |
| 10Y | -100.0% | +198.3% | -298.3% | -100.0% |
| All | -100.0% | +516.7% | -616.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling