+346.6%
SOXX vs IFF
+42.9%
+303.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -1.7% |
| 7D | +158.9% | -3.3% | +162.2% | +163.6% |
| 30D | +129.2% | +5.3% | +123.9% | +131.4% |
| 3M | +149.7% | +8.9% | +140.8% | +150.7% |
| 6M | +193.4% | +26.3% | +167.1% | +187.3% |
| YTD | +351.0% | +32.2% | +318.9% | +342.6% |
| All | +346.6% | +42.9% | +303.7% | +340.9% |
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