+2,550.6%
SOXX vs IFF
+457.9%
+2,092.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.4% | -3.2% | +4.6% | +3.0% |
| 30D | -3.6% | -0.3% | -3.3% | -3.6% |
| 3M | -10.2% | +8.4% | -18.6% | -15.1% |
| 6M | +54.2% | +23.0% | +31.2% | +35.2% |
| YTD | +75.2% | +25.5% | +49.7% | +50.5% |
| 1Y | +107.5% | +29.1% | +78.4% | +74.4% |
| 3Y | +226.8% | +31.7% | +195.1% | +163.6% |
| 5Y | +251.2% | -35.2% | +286.4% | +300.0% |
| 10Y | +1,567.6% | -20.7% | +1,588.4% | +1,469.6% |
| All | +2,550.6% | +457.9% | +2,092.7% | +768.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling