+4,921.3%
SOXL vs IBM
+148.6%
+4,772.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.3% | +0.4% |
| 7D | +3.9% | +3.6% | +0.3% | -0.5% |
| 30D | -14.3% | +3.1% | -17.4% | -17.8% |
| 3M | -45.6% | -10.8% | -34.8% | -50.5% |
| 6M | +117.2% | -0.8% | +118.0% | +52.1% |
| YTD | +189.8% | -16.2% | +206.0% | +148.4% |
| 1Y | +317.7% | -2.9% | +320.6% | +173.6% |
| 3Y | +478.6% | +79.8% | +398.8% | +26.5% |
| 5Y | +169.5% | +124.9% | +44.6% | -58.1% |
| All | +4,921.3% | +148.6% | +4,772.7% | +762.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling