+20,415.5%
SOXL vs IBM
+240.8%
+20,174.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.8% |
| 7D | +16.4% | +0.3% | +16.1% | +15.8% |
| 30D | -12.1% | -1.5% | -10.6% | -11.0% |
| 3M | -41.7% | -16.8% | -24.9% | -42.2% |
| 6M | +157.4% | -9.0% | +166.4% | +94.0% |
| YTD | +193.3% | -20.1% | +213.3% | +156.1% |
| 1Y | +355.3% | -7.0% | +362.4% | +196.9% |
| 3Y | +484.2% | +72.4% | +411.8% | +19.7% |
| 5Y | +182.7% | +112.0% | +70.7% | -58.4% |
| 10Y | +4,692.2% | +131.6% | +4,560.7% | +662.8% |
| All | +20,415.5% | +240.8% | +20,174.6% | +930.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling