+162.3%
SOXL vs IFF
-35.8%
+198.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.8% |
| 7D | +3.9% | -3.2% | +7.0% | +7.5% |
| 30D | -14.3% | -0.3% | -14.0% | -14.8% |
| 3M | -45.6% | +8.4% | -54.1% | -53.6% |
| 6M | +117.2% | +23.0% | +94.2% | +59.4% |
| YTD | +189.8% | +25.5% | +164.4% | +98.8% |
| 1Y | +317.7% | +29.1% | +288.7% | +169.9% |
| 3Y | +478.6% | +31.7% | +447.0% | +258.1% |
| All | +162.3% | -35.8% | +198.1% | +413.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling