+449.8%
SOXL vs IBM
+72.8%
+377.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.6% | -6.8% |
| 7D | +8.5% | -0.3% | +8.7% | +8.7% |
| 30D | -13.0% | -1.8% | -11.1% | -12.2% |
| 3M | -35.9% | -13.5% | -22.5% | -37.1% |
| 6M | +112.1% | -5.1% | +117.2% | +84.7% |
| YTD | +175.4% | -19.4% | +194.8% | +181.5% |
| 1Y | +304.9% | -6.5% | +311.4% | +232.9% |
| All | +449.8% | +72.8% | +377.1% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling