+20,174.1%
SOXL vs IJR
+509.2%
+19,665.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +3.7% |
| 7D | +3.9% | -2.2% | +6.0% | +10.8% |
| 30D | -14.3% | -4.6% | -9.7% | -0.8% |
| 3M | -45.6% | +0.2% | -45.8% | -43.3% |
| 6M | +117.2% | +14.7% | +102.5% | +68.8% |
| YTD | +189.8% | +18.9% | +171.0% | +108.4% |
| 1Y | +317.7% | +19.9% | +297.8% | +206.5% |
| 3Y | +478.6% | +53.0% | +425.6% | +188.4% |
| 5Y | +169.5% | +40.9% | +128.6% | +179.3% |
| 10Y | +5,222.1% | +171.1% | +5,051.0% | +1,523.9% |
| All | +20,174.1% | +509.2% | +19,665.0% | +1,145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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