-100.0%
SOXS vs IWF
+73.7%
-173.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -2.1% |
| 7D | -4.7% | -0.9% | -3.8% | -8.3% |
| 30D | +7.7% | -1.7% | +9.5% | +1.8% |
| 3M | -10.2% | +0.7% | -10.8% | +12.4% |
| 6M | -99.2% | +8.6% | -107.8% | -97.8% |
| YTD | -99.5% | +3.5% | -103.0% | -98.8% |
| 1Y | -99.8% | +7.0% | -106.8% | -99.2% |
| 3Y | -100.0% | +76.3% | -176.3% | -98.8% |
| All | -100.0% | +73.7% | -173.7% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling