-91.6%
SOXS vs IWF
-1.6%
-90.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +11.0% |
| 7D | +46.7% | -4.2% | +50.8% | +18.8% |
| 30D | +97.0% | -8.1% | +105.1% | +33.3% |
| 3M | +39.5% | -5.1% | +44.6% | +20.7% |
| 6M | -54.9% | -1.4% | -53.5% | -37.3% |
| YTD | -90.4% | -0.1% | -90.3% | -83.9% |
| 1Y | -91.6% | -1.3% | -90.4% | -86.0% |
| All | -91.6% | -1.6% | -90.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling