-100.0%
SOXS vs IWF
+1,046.8%
-1,146.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -3.7% |
| 7D | -16.6% | +0.5% | -17.1% | -14.9% |
| 30D | -4.4% | -1.4% | -3.0% | -8.0% |
| 3M | -26.2% | +0.4% | -26.7% | -7.7% |
| 6M | -99.3% | +8.5% | -107.7% | -98.1% |
| YTD | -99.5% | +3.7% | -103.2% | -98.9% |
| 1Y | -99.8% | +8.5% | -108.2% | -99.3% |
| 3Y | -100.0% | +78.5% | -178.5% | -99.0% |
| 5Y | -100.0% | +73.6% | -173.6% | -99.5% |
| 10Y | -100.0% | +421.3% | -521.3% | -99.9% |
| All | -100.0% | +1,046.8% | -1,146.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling