+357.4%
SOXL vs IFF
+34.4%
+322.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +5.3% | -1.8% | +7.2% | +6.0% |
| 30D | -11.2% | -2.0% | -9.2% | -10.7% |
| 3M | -55.4% | +18.5% | -73.9% | -59.6% |
| 6M | +107.1% | +11.7% | +95.5% | +85.8% |
| YTD | +179.0% | +29.6% | +149.5% | +147.2% |
| 1Y | +357.4% | +35.0% | +322.4% | +289.5% |
| All | +357.4% | +34.4% | +322.9% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling