-100.0%
SOXS vs IYR
+260.4%
-360.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -4.5% |
| 7D | -16.6% | -0.9% | -15.7% | -18.5% |
| 30D | -4.4% | -2.4% | -2.0% | -10.0% |
| 3M | -26.2% | -2.0% | -24.2% | -34.4% |
| 6M | -99.3% | +2.5% | -101.7% | -99.1% |
| YTD | -99.5% | +8.3% | -107.8% | -99.4% |
| 1Y | -99.8% | +6.5% | -106.2% | -99.7% |
| 3Y | -100.0% | +29.3% | -129.3% | -100.0% |
| 5Y | -100.0% | +5.7% | -105.7% | -100.0% |
| 10Y | -100.0% | +69.2% | -169.2% | -100.0% |
| All | -100.0% | +260.4% | -360.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling