+247.9%
SOXX vs IFF
-35.8%
+283.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.6% |
| 30D | -3.6% | -0.3% | -3.3% | -3.6% |
| 3M | -10.2% | +8.4% | -18.6% | -13.8% |
| 6M | +54.2% | +23.0% | +31.2% | +39.6% |
| YTD | +75.2% | +25.5% | +49.7% | +55.9% |
| 1Y | +107.5% | +29.1% | +78.4% | +81.4% |
| 3Y | +226.8% | +31.7% | +195.1% | +174.8% |
| All | +247.9% | -35.8% | +283.7% | +304.6% |
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