+162.3%
SOXL vs IJH
+48.0%
+114.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +2.0% |
| 7D | +3.9% | -1.9% | +5.7% | +12.3% |
| 30D | -14.3% | -4.6% | -9.7% | +5.7% |
| 3M | -45.6% | -1.2% | -44.5% | -37.5% |
| 6M | +117.2% | +9.4% | +107.8% | +90.4% |
| YTD | +189.8% | +13.3% | +176.5% | +129.6% |
| 1Y | +317.7% | +13.4% | +304.4% | +249.0% |
| 3Y | +478.6% | +50.4% | +428.2% | +142.6% |
| All | +162.3% | +48.0% | +114.3% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling