+20,415.5%
SOXL vs IAG
+47.7%
+20,367.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.6% |
| 7D | +16.4% | +4.3% | +12.1% | +15.0% |
| 30D | -12.1% | +9.8% | -21.9% | -14.4% |
| 3M | -41.7% | +28.9% | -70.6% | -44.9% |
| 6M | +157.4% | -7.6% | +165.0% | +166.3% |
| YTD | +193.3% | +22.0% | +171.3% | +184.2% |
| 1Y | +355.3% | +99.5% | +255.8% | +298.8% |
| 3Y | +484.2% | +818.3% | -334.1% | +264.5% |
| 5Y | +182.7% | +785.9% | -603.2% | +67.8% |
| 10Y | +4,692.2% | +381.1% | +4,311.1% | +2,791.7% |
| All | +20,415.5% | +47.7% | +20,367.7% | +18,095.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling