-100.0%
SOXS vs IFF
-35.8%
-64.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -6.1% |
| 7D | -4.7% | -3.2% | -1.6% | -8.2% |
| 30D | +7.7% | -0.3% | +8.0% | +6.8% |
| 3M | -10.2% | +8.4% | -18.6% | -4.1% |
| 6M | -99.2% | +23.0% | -122.2% | -98.7% |
| YTD | -99.5% | +25.5% | -125.0% | -99.2% |
| 1Y | -99.8% | +29.1% | -128.8% | -99.6% |
| 3Y | -100.0% | +31.7% | -131.6% | -100.0% |
| All | -100.0% | -35.8% | -64.2% | -100.0% |
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