+55.9%
SOXL vs IEF
-1.9%
+57.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.4% | -10.4% |
| 7D | -37.9% | +0.9% | -38.8% | -40.2% |
| 30D | -59.4% | +3.1% | -62.5% | -65.8% |
| 3M | -52.3% | -1.4% | -51.0% | -47.2% |
| 6M | -47.7% | -1.6% | -46.1% | -40.4% |
| YTD | +58.8% | -2.1% | +60.9% | +84.7% |
| 1Y | +55.9% | -2.0% | +57.9% | +84.2% |
| All | +55.9% | -1.9% | +57.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling