+55.9%
SOXL vs IOT
+8.2%
+47.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.1% | -12.9% | -7.7% |
| 7D | -37.9% | -0.5% | -37.4% | -37.8% |
| 30D | -59.4% | +1.0% | -60.4% | -59.2% |
| 3M | -52.3% | +10.9% | -63.2% | -50.2% |
| 6M | -47.7% | +39.9% | -87.6% | -42.1% |
| YTD | +58.8% | +20.8% | +38.0% | +91.1% |
| 1Y | +55.9% | +10.6% | +45.3% | +100.7% |
| All | +55.9% | +8.2% | +47.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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