+20,174.1%
SOXL vs IBKR
+2,797.8%
+17,376.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.1% | +2.1% |
| 7D | +3.9% | -1.3% | +5.2% | +5.9% |
| 30D | -14.3% | -0.2% | -14.1% | -14.5% |
| 3M | -45.6% | +3.0% | -48.6% | -47.2% |
| 6M | +117.2% | +33.9% | +83.3% | +54.5% |
| YTD | +189.8% | +42.5% | +147.3% | +92.2% |
| 1Y | +317.7% | +44.9% | +272.9% | +183.1% |
| 3Y | +478.6% | +293.0% | +185.6% | +7.0% |
| 5Y | +169.5% | +497.7% | -328.1% | -68.8% |
| 10Y | +5,222.1% | +1,004.4% | +4,217.7% | +235.0% |
| All | +20,174.1% | +2,797.8% | +17,376.3% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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