+357.4%
SOXL vs IBM
-1.8%
+359.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.9% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | -11.2% | +0.3% | -11.5% | -11.1% |
| 3M | -55.4% | -21.6% | -33.8% | -53.2% |
| 6M | +107.1% | -4.7% | +111.8% | +104.1% |
| YTD | +179.0% | -19.1% | +198.1% | +208.4% |
| 1Y | +357.4% | -2.5% | +359.9% | +388.4% |
| All | +357.4% | -1.8% | +359.2% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling