+478.6%
SOXL vs IOT
+23.8%
+454.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +3.9% | -4.5% | +8.4% | +6.0% |
| 30D | -14.3% | -2.4% | -11.9% | -13.6% |
| 3M | -45.6% | +19.0% | -64.6% | -53.3% |
| 6M | +117.2% | +19.6% | +97.5% | +76.2% |
| YTD | +189.8% | +8.3% | +181.6% | +137.2% |
| 1Y | +317.7% | -0.8% | +318.5% | +272.4% |
| 3Y | +478.6% | +24.4% | +454.2% | +367.1% |
| All | +478.6% | +23.8% | +454.8% | +367.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling