-91.6%
SOXS vs IFF
+44.8%
-136.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.9% | +13.7% | +8.0% |
| 7D | +46.7% | -3.3% | +50.0% | +45.9% |
| 30D | +97.0% | +5.3% | +91.7% | +100.7% |
| 3M | +39.5% | +8.9% | +30.6% | +43.8% |
| 6M | -54.9% | +26.3% | -81.3% | -48.6% |
| YTD | -90.4% | +32.2% | -122.6% | -88.8% |
| 1Y | -91.6% | +45.8% | -137.4% | -90.2% |
| All | -91.6% | +44.8% | -136.5% | -90.2% |
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