+156.1%
SOXL vs IBB
+17.1%
+139.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -4.5% |
| 7D | +8.5% | -5.2% | +13.7% | +23.6% |
| 30D | -13.0% | +1.5% | -14.4% | -20.4% |
| 3M | -35.9% | +22.1% | -58.1% | -65.1% |
| 6M | +112.1% | +17.7% | +94.3% | +29.5% |
| YTD | +175.4% | +20.2% | +155.2% | +60.7% |
| 1Y | +304.9% | +44.4% | +260.4% | +44.1% |
| 3Y | +448.6% | +61.1% | +387.5% | +67.5% |
| 5Y | +156.1% | +18.5% | +137.6% | +92.6% |
| All | +156.1% | +17.1% | +139.0% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling