+9,612.4%
SOXL vs IBM
+265.4%
+9,347.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -12.4% |
| 7D | +26.9% | +1.6% | +25.3% | +24.4% |
| 30D | -47.2% | +9.2% | -56.4% | -52.5% |
| 3M | -59.9% | +4.9% | -64.8% | -62.9% |
| 6M | -68.3% | +16.8% | -85.1% | -83.1% |
| YTD | +38.8% | -14.3% | +53.1% | +9.6% |
| 1Y | +48.8% | -16.7% | +65.5% | +23.9% |
| 3Y | +196.5% | +82.2% | +114.3% | -43.5% |
| 5Y | -5.0% | +149.9% | -155.0% | -89.1% |
| 10Y | +1,914.5% | +142.6% | +1,772.0% | +204.2% |
| All | +9,612.4% | +265.4% | +9,347.0% | +341.2% |
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