+162.3%
SOXL vs IAG
+820.9%
-658.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.9% |
| 7D | +3.9% | -1.1% | +4.9% | +4.4% |
| 30D | -14.3% | +12.1% | -26.4% | -18.7% |
| 3M | -45.6% | +25.5% | -71.1% | -50.6% |
| 6M | +117.2% | -7.1% | +124.3% | +126.0% |
| YTD | +189.8% | +22.9% | +167.0% | +171.3% |
| 1Y | +317.7% | +83.3% | +234.4% | +243.1% |
| 3Y | +478.6% | +808.5% | -329.9% | +172.4% |
| All | +162.3% | +820.9% | -658.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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