+149.2%
SOXL vs IGV
+20.4%
+128.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -6.5% |
| 7D | +8.5% | -5.4% | +13.8% | +22.9% |
| 30D | -13.0% | -2.6% | -10.3% | -11.1% |
| 3M | -35.9% | +10.5% | -46.4% | -56.0% |
| 6M | +112.1% | +18.2% | +93.9% | +7.2% |
| YTD | +175.4% | -4.2% | +179.7% | +134.7% |
| 1Y | +304.9% | -9.8% | +314.7% | +341.5% |
| 3Y | +448.6% | +39.1% | +409.4% | +147.5% |
| All | +149.2% | +20.4% | +128.8% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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