-100.0%
SOXS vs IYR
+6.0%
-106.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -3.8% |
| 7D | -4.7% | -1.4% | -3.4% | -7.6% |
| 30D | +7.7% | -2.7% | +10.4% | +0.8% |
| 3M | -10.2% | -2.1% | -8.0% | -20.2% |
| 6M | -99.2% | +3.6% | -102.8% | -99.0% |
| YTD | -99.5% | +8.1% | -107.7% | -99.3% |
| 1Y | -99.8% | +4.7% | -104.5% | -99.7% |
| 3Y | -100.0% | +29.1% | -129.1% | -100.0% |
| All | -100.0% | +6.0% | -106.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling