-35.0%
IFF vs SOXQ
+286.7%
-321.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | -3.2% | +0.8% | -3.9% | -3.4% |
| 30D | -0.3% | -4.6% | +4.3% | +0.7% |
| 3M | +8.4% | -10.2% | +18.6% | +10.0% |
| 6M | +23.0% | +49.7% | -26.6% | +6.8% |
| YTD | +25.5% | +67.2% | -41.8% | +4.8% |
| 1Y | +29.1% | +98.0% | -68.9% | +1.4% |
| 3Y | +31.7% | +237.2% | -205.5% | -19.4% |
| 5Y | -35.2% | +261.3% | -296.5% | -62.3% |
| All | -35.0% | +286.7% | -321.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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