+112.1%
SOXL vs IEF
-3.8%
+115.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -0.6% |
| 7D | +8.5% | -1.2% | +9.6% | +21.6% |
| 30D | -13.0% | -1.5% | -11.5% | -0.5% |
| 3M | -35.9% | -1.7% | -34.2% | -26.6% |
| 6M | +112.1% | -3.5% | +115.6% | +200.0% |
| All | +112.1% | -3.8% | +115.8% | +200.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling