+357.4%
SOXL vs IJH
+18.2%
+339.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.1% |
| 7D | +5.3% | +0.1% | +5.2% | +4.6% |
| 30D | -11.2% | -1.5% | -9.7% | -1.5% |
| 3M | -55.4% | +0.8% | -56.1% | -49.6% |
| 6M | +107.1% | +7.6% | +99.6% | +89.1% |
| YTD | +179.0% | +15.5% | +163.6% | +92.9% |
| 1Y | +357.4% | +16.9% | +340.5% | +222.8% |
| All | +357.4% | +18.2% | +339.1% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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