+149.2%
SOXL vs IBN
+55.4%
+93.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -7.1% |
| 7D | +8.5% | -5.5% | +13.9% | +17.7% |
| 30D | -13.0% | -3.4% | -9.5% | -9.0% |
| 3M | -35.9% | +8.7% | -44.6% | -44.9% |
| 6M | +112.1% | +3.7% | +108.3% | +97.6% |
| YTD | +175.4% | -2.4% | +177.8% | +182.6% |
| 1Y | +304.9% | -8.1% | +313.0% | +341.1% |
| 3Y | +448.6% | +26.3% | +422.2% | +215.2% |
| All | +149.2% | +55.4% | +93.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling