+4,671.5%
SOXL vs IBB
+125.2%
+4,546.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -4.6% |
| 7D | +8.5% | -5.2% | +13.7% | +23.1% |
| 30D | -13.0% | +1.5% | -14.4% | -19.9% |
| 3M | -35.9% | +22.1% | -58.1% | -63.6% |
| 6M | +112.1% | +17.7% | +94.3% | +34.3% |
| YTD | +175.4% | +20.2% | +155.2% | +67.6% |
| 1Y | +304.9% | +44.4% | +260.4% | +56.8% |
| 3Y | +448.6% | +61.1% | +387.5% | +91.1% |
| 5Y | +156.1% | +18.5% | +137.6% | +153.0% |
| All | +4,671.5% | +125.2% | +4,546.3% | +2,540.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling