+19,165.6%
SOXL vs IEF
+47.5%
+19,118.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -9.9% |
| 7D | +8.5% | -1.2% | +9.6% | +5.2% |
| 30D | -13.0% | -1.5% | -11.5% | -16.2% |
| 3M | -35.9% | -1.7% | -34.2% | -39.0% |
| 6M | +112.1% | -3.5% | +115.6% | +87.2% |
| YTD | +175.4% | -2.6% | +178.1% | +149.3% |
| 1Y | +304.9% | -2.4% | +307.3% | +271.5% |
| 3Y | +448.6% | +8.9% | +439.6% | +564.0% |
| 5Y | +156.1% | -9.2% | +165.3% | +24.5% |
| 10Y | +4,957.3% | +3.9% | +4,953.4% | +5,360.1% |
| All | +19,165.6% | +47.5% | +19,118.1% | +205,154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling