+156.1%
SOXL vs IAU
+138.0%
+18.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.7% | -6.3% | -6.2% |
| 7D | +8.5% | -3.4% | +11.8% | +12.4% |
| 30D | -13.0% | -1.1% | -11.9% | -12.0% |
| 3M | -35.9% | +5.8% | -41.8% | -39.0% |
| 6M | +112.1% | -16.9% | +129.0% | +158.4% |
| YTD | +175.4% | +0.1% | +175.3% | +192.4% |
| 1Y | +304.9% | +18.4% | +286.5% | +277.0% |
| 3Y | +448.6% | +123.6% | +325.0% | +183.2% |
| 5Y | +156.1% | +138.7% | +17.3% | +3.8% |
| All | +156.1% | +138.0% | +18.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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