-100.0%
SOXS vs IYR
+29.0%
-128.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -4.3% |
| 7D | -4.7% | -1.4% | -3.4% | -6.7% |
| 30D | +7.7% | -2.7% | +10.4% | +3.1% |
| 3M | -10.2% | -2.1% | -8.0% | -17.0% |
| 6M | -99.2% | +3.6% | -102.8% | -99.0% |
| YTD | -99.5% | +8.1% | -107.7% | -99.4% |
| 1Y | -99.8% | +4.7% | -104.5% | -99.7% |
| 3Y | -100.0% | +29.1% | -129.1% | -100.0% |
| All | -100.0% | +29.0% | -128.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling