+162.3%
SOXL vs IEF
-9.5%
+171.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +3.9% | -1.3% | +5.2% | +4.7% |
| 30D | -14.3% | -1.7% | -12.6% | -13.4% |
| 3M | -45.6% | -2.5% | -43.1% | -44.8% |
| 6M | +117.2% | -3.3% | +120.4% | +121.7% |
| YTD | +189.8% | -2.8% | +192.7% | +195.4% |
| 1Y | +317.7% | -2.7% | +320.5% | +325.5% |
| 3Y | +478.6% | +8.9% | +469.7% | +437.5% |
| All | +162.3% | -9.5% | +171.8% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling